PoC Migration Map [BackQuant]PoC Migration Map
A volume structure tool that builds a side volume profile, extracts rolling Points of Control (PoCs), and maps how those PoCs migrate through time so you can see where value is moving, how volume clusters shift, and how that aligns with trend regime.
What this is
This indicator combines a classic volume profile with a segmented PoC trail. It looks back over a configurable window, splits that window into bins by price, and shows you where volume has concentrated. On top of that, it slices the lookback into fixed bar segments, finds the local PoC in each segment, and plots those PoCs as a chain of nodes across the chart.
The result is a "migration map" of value:
A side volume profile that shows how volume is distributed over the recent price range.
A sequence of PoC nodes that show where local value has been accepted over time.
Lines that connect those PoCs to reveal the path of value migration.
Optional trend coloring based on EMA 12 and EMA 21, so each PoC also encodes trend regime.
Used together, this gives you a structural read on where the market has actually traded size, how "value" is moving, and whether that movement is aligned or fighting the current trend.
Core components
Lookback volume profile - a side histogram built from all closes and volumes in the chosen lookback window.
Segmented PoC trail - rolling PoCs computed over fixed bar segments, plotted as nodes in time.
Trend heatmap - optional color mapping of PoC nodes using EMA 12 versus EMA 21.
PoC labels - optional labels on every Nth PoC for easier reading and referencing.
How it works
1) Global lookback and binning
You choose:
Lookback Bars - how far back to collect data.
Number of Bins - how finely to split the price range.
The script:
Finds the highest high and lowest low in the lookback.
Computes the total price range and divides it into equal binCount slices.
Assigns each bar's close and volume into the appropriate price bin.
This creates a discretized volume distribution across the entire lookback.
2) Side volume profile
If "Show Side Profile" is enabled, a right-hand volume profile is drawn:
Each bin becomes a horizontal bar anchored at a configurable "Right Offset" from the current bar.
The horizontal width of each bar is proportional to that bin's volume relative to the maximum volume bin.
Optionally, volume values and percentages are printed inside the profile bars.
Color and transparency are controlled by:
Base Profile Color and its transparency.
A gradient that uses relative volume to modulate opacity between lower volume and higher volume bins.
Profile Width (%) - how wide the maximum bin can extend in bars.
This gives you an at-a-glance view of the volume landscape for the chosen lookback window.
3) Segmenting for PoC migration
To build the PoC trail, the lookback is divided into segments:
Bars per Segment - bars in each local cluster.
Number of Segments - how many segments you want to see back in time.
For each segment:
The script uses the same price bins and accumulates volume only from bars in that segment.
It finds the bin with the highest volume in that segment, which is the local PoC for that segment.
It sets the PoC price to the center of that bin.
It finds the "mid bar" of the segment and places the PoC node at that time on the chart.
This is repeated for each segment from older to newer, so you get a chain of PoCs that shows how local value has migrated over time.
4) Trend regime and color coding
The indicator precomputes:
EMA 12 (Fast).
EMA 21 (Slow).
For each PoC:
It samples EMA 12 and EMA 21 at the mid bar of that segment.
It computes a simple trend score as fast EMA minus slow EMA.
If trend heatmap is enabled, PoC nodes (and the lines between them) are colored by:
Trend Up Color if EMA 12 is above EMA 21.
Trend Down Color if EMA 12 is below EMA 21.
Trend Flat Color if they are roughly equal.
If the trend heatmap is disabled, PoC color is instead based on PoC migration:
If the current PoC is above the previous PoC, use the Up PoC Color.
If the current PoC is below the previous PoC, use the Down PoC Color.
If unchanged, use the Flat PoC Color.
5) Connecting PoCs and labels
Once PoC prices and times are known:
Each PoC is connected to the previous one with a dotted line, using the PoC's color.
Optional labels are placed next to every Nth PoC:
Label text uses a simple "PoC N" scheme.
Label background uses a configurable label background color.
Label border is colored by the PoC's own color for visual consistency.
This turns the PoCs into a visual path that can be read like a "value trajectory" across the chart.
What it plots
When fully enabled, you will see:
A right-sided volume profile for the chosen lookback window, built from volume by price.
Colored horizontal bars representing each price bin's relative volume.
Optional volume text showing each bin's volume and its percentage of the profile maximum.
A series of PoC nodes spaced across the chart at the mid point of each segment.
Dotted lines connecting those PoCs to show the migration path of value.
Optional PoC labels at each Nth node for easier reference.
Color-coding of PoCs and lines either by EMA 12 / 21 trend regime or by up/down PoC drift.
Reading PoC migration and market pressure
Side profile as a pressure map
The side profile shows where trading has been most active:
Thick, opaque bars represent high volume zones and possible high interest or acceptance areas.
Thin, faint bars represent low volume zones, potential rejection or transition areas.
When price trades near a high volume bin, the market is sitting on an area of prior acceptance and size.
When price moves quickly through low volume bins, it often does so with less friction.
This gives you a static map of where the market has been willing to do business within your lookback.
PoC trail as a value migration map
The PoC chain represents "where value has lived" over time:
An upward sloping PoC trail indicates value migrating higher. Buyers have been willing to transact at increasingly higher prices.
A downward sloping trail indicates value migrating lower and sellers pushing the center of mass down.
A flat or oscillating trail indicates balance or rotational behaviour, with no clear directional acceptance.
Taken together, you can interpret:
Side profile as "where the volume mass sits", a static pressure field.
PoC trail as "how that mass has moved", the dynamic path of value.
Trend heatmap as a regime overlay
When PoCs are colored by the EMA 12 / 21 spread:
Green PoCs mark segments where the faster EMA is above the slower EMA, that is, a local uptrend regime.
Red PoCs mark segments where the faster EMA is below the slower EMA, that is, a local downtrend regime.
Gray PoCs mark flat or ambiguous trend segments.
This lets you answer questions like:
"Is value migrating higher while the trend regime is also up?" (trend confirming value).
"Is value migrating higher but most PoCs are red?" (value against the prevailing trend).
"Has value started to roll over just as PoCs flip from green to red?" (early regime transition).
Key settings
General Settings
Lookback Bars - how many bars back to use for both the global volume profile and segment profiles.
Number of Bins - how many price bins to split the high to low range into.
Profile Settings
Show Side Profile - toggle the right-hand volume profile on or off.
Profile Width (%) - how wide the largest volume bar is allowed to be in terms of bars.
Base Profile Color - the starting color for profile bars, with transparency.
Show Volume Values - if enabled, print volume and percent for each non-zero bin.
Profile Text Color - color for volume text inside the profile.
PoC Migration Settings
Show PoC Migration - toggle the PoC trail plotting.
Bars per Segment - the number of bars contained in each segment.
Number of Segments - how many segments to build backwards from the current bar.
Horizontal Spacing (bars) - spacing between PoC nodes when drawn. (Used to separate PoCs horizontally.)
Label Every Nth PoC - draw labels at every Nth PoC (0 or 1 to suppress labels).
Right Offset (bars) - horizontal offset to anchor the side profile on the right.
Up PoC Color - color used when a PoC is higher than the previous one, if trend heatmap is off.
Down PoC Color - color used when a PoC is lower than the previous one, if trend heatmap is off.
Flat PoC Color - color used when the PoC is unchanged, if trend heatmap is off.
PoC Label Background - background color for PoC labels.
Trend Heatmap Settings
Color PoCs By Trend (EMA 12 / 21) - when enabled, overrides simple up/down coloring and uses EMA-based trend colors.
Fast EMA - length for the fast EMA.
Slow EMA - length for the slow EMA.
Trend Up Color - color for PoCs in a bullish EMA regime.
Trend Down Color - color for PoCs in a bearish EMA regime.
Trend Flat Color - color for neutral or flat EMA regimes.
Trading applications
1) Value migration and trend confirmation
Use the PoC path to see if value is following price or lagging it:
In a healthy uptrend, price, PoCs, and trend regime should all lean higher.
In a weakening trend, price may still move up, but PoCs flatten or start drifting lower, suggesting fewer participants are accepting the new highs.
In a downtrend, persistent downward PoC migration confirms that sellers are winning the value battle.
2) Identifying acceptance and rejection zones
Combine the side profile with PoC locations:
High volume bins near clustered PoCs mark strong acceptance zones, good areas to watch for re-tests and decision points.
PoCs that quickly jump across low volume areas can indicate rejection and fast repricing between value zones.
High volume zones with mixed PoC colors may signal balance or prolonged negotiation.
3) Structuring entries and exits
Use the map to refine trade location:
Fade trades against value migration are higher risk unless you see clear signs of exhaustion or regime change.
Pullbacks into prior PoC zones in the direction of the current PoC slope can offer higher quality entries.
Stops placed beyond major accepted zones (clusters of PoCs and high volume bins) are less likely to be hit by random noise.
4) Regime transitions
Watch how PoCs behave as the EMA regime changes:
A flip in EMA 12 versus EMA 21, coupled with a turn in PoC slope, is a strong signal that value is beginning to move with the new trend.
If EMAs flip but PoC migration does not follow, the trend signal may be early or false.
A weakening PoC path (lower highs in PoCs) while trend colors are still green can warn of a late-stage trend.
Best practices
Start with a moderate lookback such as 200 to 300 bars and a moderate bin count such as 20 to 40. Too many bins can make the profile overly granular and sparse.
Align "Bars per Segment" with your trading horizon. For example, 5 to 10 bars for intraday, 10 to 20 bars for swing.
Use the profile and PoC trail as structural context rather than as a direct buy or sell signal. Combine with your existing setups for timing.
Pay attention to clusters of PoCs at similar prices. Those are areas where the market has repeatedly accepted value, and they often matter on future tests.
Notes
This is a structural volume tool, not a complete trading system. It does not manage execution, position sizing or risk management. Use it to understand:
Where the bulk of trading has occurred in your chosen window.
How the center of volume has migrated over time.
Whether that migration is aligned with or fighting the current trend regime.
By turning PoC evolution into a visible path and adding a trend-aware heatmap, the PoC Migration Map makes it easier to see how value has been moving, where the market is likely to feel "heavy" or "light", and how that structure fits into your trading decisions.
成交量
VMDM - Volume, Momentum & Divergence Master [BullByte]VMDM - Volume, Momentum and Divergence Master
Educational Multi-Layer Market Structure Analysis System
Multi-factor divergence engine that scores RSI momentum, volume pressure, and institutional footprints into one non-repainting confluence rating (0-100).
WHAT THIS INDICATOR IS
VMDM is an educational indicator designed to teach traders how to recognize high-probability reversal and continuation patterns by analyzing four independent market dimensions simultaneously. Instead of relying on a single indicator that may produce frequent false signals, VMDM creates a confluence-based scoring system that weights multiple confirmation factors, helping you understand which setups have stronger technical backing and which are lower quality.
This is NOT a trading system or signal generator. It is a learning tool that visualizes complex market structure concepts in an accessible format for both coders and non-coders.
THE PROBLEM IT SOLVES
Most traders face these common challenges:
Challenge 1 - Indicator Overload: Running RSI, volume analysis, and divergence detection separately creates chart clutter and conflicting signals. You waste time cross-referencing multiple windows trying to determine if all factors align.
Challenge 2 - False Divergences: Standard divergence indicators trigger on every minor pivot, creating noise. Many divergences fail because they lack supporting evidence from volume or market structure.
Challenge 3 - Missed Context: A bullish RSI divergence means nothing if it occurs during weak volume or in the middle of strong distribution. Context determines quality.
Challenge 4 - Repainting Confusion: Many divergence scripts repaint, showing perfect historical signals that never actually triggered in real-time, leading to false confidence.
Challenge 5 - Institutional Pattern Recognition: Absorption zones, stop hunts, and exhaustion patterns are taught in trading education but difficult to identify systematically without manual analysis.
VMDM addresses all five challenges by combining complementary analytical layers into one transparent, non-repainting, confluence-weighted system with visual clarity.
WHY THIS SPECIFIC COMBINATION - MASHUP JUSTIFICATION
This indicator is NOT a random mashup of popular indicators. Each of the four layers serves a specific analytical purpose and together they create a complete market structure assessment framework.
THE FOUR ANALYTICAL LAYERS
LAYER 1 - RSI MOMENTUM DIVERGENCE (Trend Exhaustion Detection)
Purpose: Identifies when price momentum is weakening before price itself reverses.
Why RSI: The Relative Strength Index measures momentum on a bounded 0-100 scale, making divergence detection mathematically consistent across all assets and timeframes. Unlike raw price oscillators, RSI normalizes momentum regardless of volatility regime.
How It Contributes: Divergence between price pivots and RSI pivots reveals early momentum exhaustion. A lower price low with a higher RSI low (bullish regular divergence) signals sellers are losing strength even as price makes new lows. This is the PRIMARY signal generator in VMDM.
Limitation If Used Alone: RSI divergence by itself produces many false signals because momentum can remain weak during continued trends. It needs confirmation from volume and structural evidence.
LAYER 2 - VOLUME PRESSURE ANALYSIS (Buying vs Selling Intensity)
Purpose: Quantifies whether the current bar's volume reflects buying pressure or selling pressure based on where price closed within the bar's range.
Methodology: Instead of just measuring volume size, VMDM calculates WHERE in the bar range the close occurred. A close near the high on high volume indicates strong buying absorption. A close near the low indicates selling pressure. The calculation accounts for wick size (wicks reduce pressure quality) and uses percentile ranking over a lookback period to normalize pressure strength on a 0-100 scale.
Formula Concept:
Buy Pressure = Volume × (Close - Low) / (High - Low) × Wick Quality Factor
Sell Pressure = Volume × (High - Close) / (High - Low) × Wick Quality Factor
Net Pressure = Buy Pressure - Sell Pressure
Pressure Strength = Percentile Rank of Net Pressure over lookback period
Why Percentile Ranking: Absolute volume varies by asset and session. Percentile ranking makes 85th percentile pressure on low-volume crypto comparable to 85th percentile pressure on high-volume forex.
How It Contributes: When a bullish divergence occurs at a pivot low AND pressure strength is above 60 (strong buying), this adds 25 confluence points. It confirms that the divergence is occurring during actual accumulation, not just weak selling.
Limitation If Used Alone: Pressure analysis shows current bar intensity but cannot identify trend exhaustion or reversal timing. High buying pressure can exist during a strong uptrend with no reversal imminent.
LAYER 3 - BEHAVIORAL FOOTPRINT PATTERNS (Volume Anomaly Detection)
CRITICAL DISCLAIMER: The terms "institutional footprint," "absorption," "stop hunt," and "exhaustion" used in this indicator are EDUCATIONAL LABELS for specific price and volume behavioral patterns. These patterns are detected through technical analysis of publicly available price, volume, and bar structure data. This indicator does NOT have access to actual institutional order flow, market maker data, broker stop-loss locations, or any non-public data source. These pattern names are used because they are common terminology in trading education to describe these technical behaviors. The analysis is interpretive and based on observable price action, not privileged information.
Purpose: Detect volume anomalies and price patterns that historically correlate with potential reversal zones or trend continuation failure.
Pattern Type 1 - Absorption (Labeled as "ACCUMULATION" or "DISTRIBUTION")
Detection Criteria: Volume is more than 2x the moving average AND bar range is less than 50 percent of the average bar range.
Interpretation: High volume compressed into a tight range suggests large participants are absorbing supply (accumulation) or distribution (distribution) without allowing price to move significantly. This often precedes directional moves once absorption completes.
Visual: Colored box zone highlighting the absorption area.
Pattern Type 2 - Stop Hunt (Labeled as "BULL HUNT" or "BEAR HUNT")
Detection Criteria: Price penetrates a recent 10-bar high or low by a small margin (0.2 percent), then closes back inside the range on above-average volume (1.5x+).
Interpretation: Price briefly spikes beyond recent structure (likely triggering stop losses placed just beyond obvious levels) then reverses. This is a classic false breakout pattern often seen before reversals.
Visual: Label at the wick extreme showing hunt direction.
Pattern Type 3 - Exhaustion (Labeled as "SELL EXHAUST" or "BUY EXHAUST")
Detection Criteria: Lower wick is more than 2.5x the body size with volume above 1.8x average and RSI below 35 (sell exhaustion), OR upper wick more than 2.5x body size with volume above 1.8x average and RSI above 65 (buy exhaustion).
Interpretation: Large wicks with high volume and extreme RSI suggest aggressive buying or selling was met with equally aggressive rejection. This exhaustion often marks short-term extremes.
Visual: Label showing exhaustion type.
How These Contribute: When a divergence forms at a pivot AND one of these behavioral patterns is active, the confluence score increases by 20 points. This confirms the divergence is occurring during structural anomaly activity, not just normal price flow.
Limitation If Used Alone: These patterns can occur mid-trend and do not indicate direction without momentum context. Absorption in a strong uptrend may just be continuation accumulation.
LAYER 4 - CONFLUENCE SCORING MATRIX (Quality Weighting System)
Purpose: Translate all detected conditions into a single 0-100 quality score so you can objectively compare setups.
Scoring Breakdown:
Divergence Present: +30 points (primary signal)
Pressure Confirmation: +25 points (volume supports direction)
Behavioral Footprint Active: +20 points (structural anomaly present)
RSI Extreme: +15 points (RSI below 30 or above 70 at pivot)
Volume Spike: +10 points (current volume above 1.5x average)
Maximum Possible Score: 100 points
Why These Weights: The weights reflect reliability hierarchy based on backtesting observation. Divergence is the core signal (30 points), but without volume confirmation (25 points) many fail. Behavioral patterns add meaningful context (20 points). RSI extremes and volume spikes are secondary confirmations (15 and 10 points).
Quality Tiers:
90-100: TEXTBOOK (all factors aligned)
75-89: HIGH QUALITY (strong confluence)
60-74: VALID (meets minimum threshold)
Below 60: DEVELOPING (not displayed unless threshold lowered)
How It Contributes: The confluence score allows you to filter noise. You can set your minimum quality threshold in settings. Higher thresholds (75+) show fewer but higher-quality patterns. Lower thresholds (50-60) show more patterns but include lower-confidence setups. This teaches you to distinguish strong setups from weak ones.
Limitation: Confluence scoring is historical observation-based, not predictive guarantee. A 95-point setup can still fail. The score represents technical alignment, not future certainty.
WHY THIS COMBINATION WORKS TOGETHER
Each layer addresses a limitation in the others:
RSI Divergence identifies WHEN momentum is exhausting (timing)
Volume Pressure confirms WHETHER the exhaustion is accompanied by opposite-side accumulation (confirmation)
Behavioral Footprint shows IF structural anomalies support the reversal hypothesis (context)
Confluence Scoring weights ALL factors into an objective quality metric (filtering)
Using only RSI divergence gives you timing without confirmation. Using only volume pressure gives you intensity without directional context. Using only pattern detection gives you anomalies without trend exhaustion context. Using all four together creates a complete analytical framework where each layer compensates for the others' weaknesses.
This is not a mashup for the sake of combining indicators. It is a structured analytical system where each component has a defined role in a multi-dimensional market assessment process.
HOW TO READ THE INDICATOR - VISUAL ELEMENTS GUIDE
VMDM displays up to five visual layer types. You can enable or disable each layer independently in settings under "Visual Layers."
VISUAL LAYER 1 - MARKET STRUCTURE (Pivot Points and Lines)
What You See:
Small labels at swing highs and lows marked "PH" (Pivot High) and "PL" (Pivot Low) with horizontal dashed lines extending right from each pivot.
What It Means:
These are CONFIRMED pivots, not real-time. A pivot low appears AFTER the required right-side confirmation bars pass (default 3 bars). This creates a delay but prevents repainting. The pivot only appears once it is mathematically confirmed.
The horizontal lines represent support (from pivot lows) and resistance (from pivot highs) levels where price previously found significant rejection.
Color Coding:
Green label and line: Pivot Low (potential support)
Red label and line: Pivot High (potential resistance)
How To Use:
These pivots are the foundation for divergence detection. Divergence is only calculated between confirmed pivots, ensuring all signals are non-repainting. The lines help you see historical structure levels.
VISUAL LAYER 2 - PRESSURE ZONES (Background Color)
What You See:
Subtle background color shading on bars - light green or light red tint.
What It Means:
This visualizes volume pressure strength in real-time.
Color Coding:
Light Green Background: Pressure Strength above 70 (strong buying pressure - price closing near highs on volume)
Light Red Background: Pressure Strength below 30 (strong selling pressure - price closing near lows on volume)
No Color: Neutral pressure (pressure between 30-70)
How To Use:
When a bullish divergence pattern appears during green pressure zones, it suggests the divergence is forming during accumulation. When a bearish divergence appears during red zones, distribution is occurring. Pressure zones help you filter divergences - those forming in supportive pressure environments have higher probability.
VISUAL LAYER 3 - DIVERGENCE LINES (Dotted Connectors)
What You See:
Dotted lines connecting two pivot points (either two pivot lows or two pivot highs).
What It Means:
A divergence has been detected between those two pivots. The line connects the price pivots where RSI showed opposite behavior.
Color Coding:
Bright Green Line: Bullish divergence (regular or hidden)
Bright Red Line: Bearish divergence (regular or hidden)
How To Use:
The divergence line appears ONLY after the second pivot is confirmed (delayed by right-side confirmation bars). This is intentional to prevent repainting. When you see the line appear, it means:
For Bullish Regular Divergence:
Price made a lower low (second pivot lower than first)
RSI made a higher low (RSI at second pivot higher than first)
Interpretation: Downtrend losing momentum
For Bullish Hidden Divergence:
Price made a higher low (second pivot higher than first)
RSI made a lower low (RSI at second pivot lower than first)
Interpretation: Uptrend continuation likely (pullback within uptrend)
For Bearish Regular Divergence:
Price made a higher high (second pivot higher than first)
RSI made a lower high (RSI at second pivot lower than first)
Interpretation: Uptrend losing momentum
For Bearish Hidden Divergence:
Price made a lower high (second pivot lower than first)
RSI made a higher high (RSI at second pivot higher than first)
Interpretation: Downtrend continuation likely (bounce within downtrend)
If "Show Consolidated Analysis Label" is disabled, a small label will appear on the divergence line showing the divergence type abbreviation.
VISUAL LAYER 4 - BEHAVIORAL FOOTPRINT MARKERS
What You See:
Boxes, labels, and markers at specific bars showing pattern detection.
ABSORPTION ZONES (Boxes):
Colored rectangular boxes spanning one or more bars.
Purple Box: Accumulation absorption zone (high volume, tight range, bullish close)
Red Box: Distribution absorption zone (high volume, tight range, bearish close)
If absorption continues for multiple consecutive bars, the box extends and a counter appears in the label showing how many bars the absorption lasted.
What It Means: Large volume is being absorbed without significant price movement. This often precedes directional breakouts once the absorption phase completes.
STOP HUNT MARKERS (Labels):
Small labels below or above wicks labeled "BULL HUNT" or "BEAR HUNT" (may show bar count if consecutive).
What It Means:
BULL HUNT : Price spiked below recent lows then reversed back up on volume - likely triggered sell stops before reversing
BEAR HUNT : Price spiked above recent highs then reversed back down on volume - likely triggered buy stops before reversing
EXHAUSTION MARKERS (Labels):
Labels showing "SELL EXHAUST" or "BUY EXHAUST."
What It Means:
SELL EXHAUST : Large lower wick with high volume and low RSI - aggressive selling met with strong rejection
BUY EXHAUST : Large upper wick with high volume and high RSI - aggressive buying met with strong rejection
How To Use:
These markers help you identify WHERE structural anomalies occurred. When a divergence signal appears AT THE SAME TIME as one of these patterns, the confluence score increases. You are looking for alignment - divergence + behavioral pattern + pressure confirmation = high-quality setup.
VISUAL LAYER 5 - CONSOLIDATED ANALYSIS LABEL (Main Pattern Signal)
What You See:
A large label appearing at pivot points (or in real-time mode, at current bar) containing full pattern analysis.
Label Appearance:
Depending on your "Use Compact Label Format" setting:
COMPACT MODE (Single Line):
Example: "BULLISH REGULAR | Q:HIGH QUALITY C:82"
Breakdown:
BULLISH REGULAR: Divergence type detected
Q:HIGH QUALITY: Pattern quality tier
C:82: Confluence score (82 out of 100)
FULL MODE (Multi-Line Detailed):
Example:
PATTERN DETECTED
-------------------
BULLISH REGULAR
Quality: HIGH QUALITY
Price: Lower Low
Momentum: Higher Low
Signal: Weakening Downtrend
CONFLUENCE: 82/100
-------------------
Divergence: 30
Pressure: 25
Institutional: 20
RSI Extreme: 0
Volume: 10
Breakdown:
Top section: Pattern type and quality
Middle section: Divergence explanation (what price did vs what RSI did)
Bottom section: Confluence score with itemized breakdown showing which factors contributed
Label Position:
In Confirmed modes: Label appears AT the pivot point (delayed by confirmation bars)
In Real-time mode: Label appears at current bar as conditions develop
Label Color:
Gold: Textbook quality (90+ confluence)
Green: High quality (75-89 confluence)
Blue: Valid quality (60-74 confluence)
How To Use:
This is your primary decision-making label. When it appears:
Check the divergence type (regular divergences are reversal signals, hidden divergences are continuation signals)
Review the quality tier (textbook and high quality have better historical win rates)
Examine the confluence breakdown to see which factors are present and which are missing
Look at the chart context (trend, support/resistance, timeframe)
Use this information to assess whether the setup aligns with your strategy
The label does NOT tell you to buy or sell. It tells you a technical pattern has formed and provides the quality assessment. Your trading decision must incorporate risk management, market context, and your strategy rules.
UNDERSTANDING THE THREE DETECTION MODES
VMDM offers three signal detection modes in settings to accommodate different trading styles and learning objectives.
MODE 1: "Confluence Only (Real-Time)"
How It Works: Displays signals AS THEY DEVELOP on the current bar without waiting for pivot confirmation. The system calculates confluence score from pressure, volume, RSI extremes, and behavioral patterns. Divergence signals are NOT required in this mode.
Delay: ZERO - signals appear immediately.
Use Case: Real-time scanning for high-confluence zones without divergence requirement. Useful for intraday traders who want immediate alerts when multiple factors align.
Tradeoff: More frequent signals but includes setups without confirmed divergence. Higher false signal rate. Signals can change as the bar develops (not repainting in historical bars, but current bar updates).
Visual Behavior: Labels appear at the current bar. No divergence lines unless divergence happens to be present.
MODE 2: "Divergence + Confluence (Confirmed)" - DEFAULT RECOMMENDED
How It Works: Full system engagement. Signals appear ONLY when:
A pivot is confirmed (requires right-side confirmation bars to pass)
Divergence is detected between current pivot and previous pivot
Total confluence score meets or exceeds your minimum threshold
Delay: Equal to your "Pivot Right Bars" setting (default 3 bars). This means signals appear 3 bars AFTER the actual pivot formed.
Use Case: Highest-quality, non-repainting signals for swing traders and learners who want to study confirmed pattern completion.
Tradeoff: Delayed signals. You will not receive the signal until confirmation occurs. In fast-moving markets, price may have already moved significantly by the time the signal appears.
Visual Behavior: Labels appear at the historical pivot location (in the past). Divergence lines connect the two pivots. This is the most educational mode because it shows completed, confirmed patterns.
Non-Repainting Guarantee: Yes. Once a signal appears, it never disappears or changes.
MODE 3: "Divergence + Confluence (Relaxed)"
How It Works: Same as Confirmed mode but with adaptive thresholds. If confluence is very high (10 points above threshold), the signal may appear even if some factors are weak. If divergence is present but confluence is slightly below threshold (within 10 points), it may still appear.
Delay: Same as Confirmed mode (right-side confirmation bars).
Use Case: Slightly more signals than Confirmed mode for traders willing to accept near-threshold setups.
Tradeoff: More signals but lower average quality than Confirmed mode.
Visual Behavior: Same as Confirmed mode.
DASHBOARD GUIDE - READING THE METRICS
The dashboard appears in the corner of your chart (position selectable in settings) and provides real-time market state analysis.
You can choose between four dashboard detail levels in settings: Off, Compact, Optimized (default), Full.
DASHBOARD ROW EXPLANATIONS
ROW 1 - Header Information
Left: Current symbol and timeframe
Center: "VMDM "
Right: Version number
ROW 2 - Mode and Delay
Shows which detection mode you are using and the signal delay.
Example: "CONFIRMED | Delay: 3 bars"
This reminds you that signals in confirmed mode appear 3 bars after the pivot forms.
ROW 3 - Market Regime
Format: "TREND UP HV" or "RANGING NV"
First Part - Trend State:
TREND UP: 20 EMA above 50 EMA with strong separation
TREND DOWN: 20 EMA below 50 EMA with strong separation
RANGING: EMAs close together, low trend strength
TRANSITION: Between trending and ranging states
Second Part - Volatility State:
HV: High Volatility (current ATR more than 1.3x the 50-bar average ATR)
NV: Normal Volatility (current ATR between 0.7x and 1.3x average)
LV: Low Volatility (current ATR less than 0.7x average)
Third Column: Volatility ratio (example: "1.45x" means current ATR is 1.45 times normal)
How To Use: Regime context helps you interpret signals. Reversal divergences are more reliable in ranging or transitional regimes. Continuation divergences (hidden) are more reliable in trending regimes. High volatility means wider stops may be needed.
ROW 4 - Pressure
Shows current volume pressure state.
Format: "BUYING | ██████████░░░░░░░░░"
States:
BUYING : Pressure strength above 60 (closes near highs)
SELLING : Pressure strength below 40 (closes near lows)
NEUTRAL : Pressure strength between 40-60
Bar Visualization: Each block represents 10 percentile points. A full bar (10 filled blocks) = 100th percentile pressure.
Color: Green for buying, red for selling, gray for neutral.
How To Use: When pressure aligns with divergence direction (bullish divergence during buying pressure), confluence is stronger.
ROW 5 - Volume and RSI
Format: "1.8x | RSI 68 | OB"
First Value: Current volume ratio (1.8x = volume is 1.8 times the moving average)
Second Value: Current RSI reading
Third Value: RSI state
OB: Overbought (RSI above 70)
OS: Oversold (RSI below 30)
Blank: Neutral RSI
How To Use: Volume spikes (above 1.5x) during divergence formation add confluence. RSI extremes at pivots add confluence.
ROW 6 - Behavioral Footprint
Format: "BULL HUNT | 2 bars"
Shows the most recent behavioral pattern detected and how long ago.
States:
ACCUMULATION / DISTRIBUTION: Absorption detected
BULL HUNT / BEAR HUNT: Stop hunt detected
SELL EXHAUST / BUY EXHAUST: Exhaustion detected
SCANNING: No recent pattern
NOW: Pattern is active on current bar
How To Use: When footprint activity is recent (within 50 bars) or active now, it adds context to divergence signals forming in that area.
ROW 7 - Current Pattern
Shows the divergence type currently detected (if any).
Examples: "BULLISH REGULAR", "BEARISH HIDDEN", "Scanning..."
Quality: Shows pattern quality (TEXTBOOK, HIGH QUALITY, VALID)
How To Use: This tells you what type of signal is active. Regular divergences are reversal setups. Hidden divergences are continuation setups.
ROW 8 - Session Summary
Format: "14 events | A3 H8 E3"
First Value: Total institutional events this session
Breakdown:
A: Absorption events
H: Stop hunt events
E: Exhaustion events
How To Use: High event counts suggest an active, volatile session with frequent structural anomalies. Low counts suggest quiet, orderly price action.
ROW 9 - Confluence Score (Optimized/Full mode only)
Format: "78/100 | ████████░░"
Shows current real-time confluence score even if no pattern is confirmed yet.
How To Use: Watch this in real-time to see how close you are to pattern formation. When it exceeds your threshold and divergence forms, a signal will appear (after confirmation delay).
ROW 10 - Patterns Studied (Optimized/Full mode only)
Format: "47 patterns | 12 bars ago"
First Value: Total confirmed patterns detected since chart loaded
Second Value: How many bars since the last confirmed pattern appeared
How To Use: Helps you understand pattern frequency on your selected symbol and timeframe. If many bars have passed since last pattern, market may be trending without reversal opportunities.
ROW 11 - Bull/Bear Ratio (Optimized/Full mode only)
Format: "28:19 | BULL"
Shows count of bullish vs bearish patterns detected.
Balance:
BULL: More bullish patterns detected (suggests market has had more bullish reversals/continuations)
BEAR: More bearish patterns detected
BAL: Equal counts
How To Use: Extreme imbalances can indicate directional bias in the studied period. A heavily bullish ratio in a downtrend might suggest frequent failed rallies (bearish continuation). Context matters.
ROW 12 - Volume Ratio Detail (Optimized/Full mode only)
Shows current volume vs average volume in absolute terms.
Example: "1.4x | 45230 / 32300"
How To Use: Confirms whether current activity is above or below normal.
ROW 13 - Last Institutional Event (Full mode only)
Shows the most recent institutional pattern type and how many bars ago it occurred.
Example: "DISTRIBUTION | 23 bars"
How To Use: Tracks recency of last anomaly for context.
SETTINGS GUIDE - EVERY PARAMETER EXPLAINED
PERFORMANCE SECTION
Enable All Visuals (Master Toggle)
Default: ON
What It Does: Master kill switch for ALL visual elements (labels, lines, boxes, background colors, dashboard). When OFF, only plot outputs remain (invisible unless you open data window).
When To Change: Turn OFF on mobile devices, 1-second charts, or slow computers to improve performance. You can still receive alerts even with visuals disabled.
Impact: Dramatic performance improvement when OFF, but you lose all visual feedback.
Maximum Object History
Default: 50 | Range: 10-100
What It Does: Limits how many of each object type (labels, lines, boxes) are kept in memory. Older objects beyond this limit are deleted.
When To Change: Lower to 20-30 on fast timeframes (1-minute charts) to prevent slowdown. Increase to 100 on daily charts if you want more historical pattern visibility.
Impact: Lower values = better performance but less historical visibility. Higher values = more history visible but potential slowdown on fast timeframes.
Alert Cooldown (Bars)
Default: 5 | Range: 1-50
What It Does: Minimum number of bars that must pass before another alert of the same type can fire. Prevents alert spam when multiple patterns form in quick succession.
When To Change: Increase to 20+ on 1-minute charts to reduce noise. Decrease to 1-2 on daily charts if you want every pattern alerted.
Impact: Higher cooldown = fewer alerts. Lower cooldown = more alerts.
USER EXPERIENCE SECTION
Show Enhanced Tooltips
Default: ON
What It Does: Enables detailed hover-over tooltips on labels and visual elements.
When To Change: Turn OFF if you encounter Pine Script compilation errors related to tooltip arguments (rare, platform-specific issue).
Impact: Minimal. Just adds helpful hover text.
MARKET STRUCTURE DETECTION SECTION
Pivot Left Bars
Default: 3 | Range: 2-10
What It Does: Number of bars to the LEFT of the center bar that must be higher (for pivot low) or lower (for pivot high) than the center bar for a pivot to be valid.
Example: With value 3, a pivot low requires the center bar's low to be lower than the 3 bars to its left.
When To Change:
Increase to 5-7 on noisy timeframes (1-minute charts) to filter insignificant pivots
Decrease to 2 on slow timeframes (daily charts) to catch more pivots
Impact: Higher values = fewer, more significant pivots = fewer signals. Lower values = more frequent pivots = more signals but more noise.
Pivot Right Bars
Default: 3 | Range: 2-10
What It Does: Number of bars to the RIGHT of the center bar that must pass for confirmation. This creates the non-repainting delay.
Example: With value 3, a pivot is confirmed 3 bars AFTER it forms.
When To Change:
Increase to 5-7 for slower, more confirmed signals (better for swing trading)
Decrease to 2 for faster signals (better for intraday, but still non-repainting)
Impact: Higher values = longer delay but more reliable confirmation. Lower values = faster signals but less confirmation. This setting directly controls your signal delay in Confirmed and Relaxed modes.
Minimum Confluence Score
Default: 60 | Range: 40-95
What It Does: The threshold score required for a pattern to be displayed. Patterns with confluence scores below this threshold are not shown.
When To Change:
Increase to 75+ if you only want high-quality textbook setups (fewer signals)
Decrease to 50-55 if you want to see more developing patterns (more signals, lower average quality)
Impact: This is your primary signal filter. Higher threshold = fewer, higher-quality signals. Lower threshold = more signals but includes weaker setups. Recommended starting point is 60-65.
TECHNICAL PERIODS SECTION
RSI Period
Default: 14 | Range: 5-50
What It Does: Lookback period for RSI calculation.
When To Change:
Decrease to 9-10 for faster, more sensitive RSI that detects shorter-term momentum changes
Increase to 21-28 for slower, smoother RSI that filters noise
Impact: Lower values make RSI more volatile (more frequent extremes and divergences). Higher values make RSI smoother (fewer but more significant divergences). 14 is industry standard.
Volume Moving Average Period
Default: 20 | Range: 10-200
What It Does: Lookback period for calculating average volume. Current volume is compared to this average to determine volume ratio.
When To Change:
Decrease to 10-14 for shorter-term volume comparison (more sensitive to recent volume changes)
Increase to 50-100 for longer-term volume comparison (smoother, less sensitive)
Impact: Lower values make volume ratio more volatile. Higher values make it more stable. 20 is standard.
ATR Period
Default: 14 | Range: 5-100
What It Does: Lookback period for Average True Range calculation used for volatility measurement and label positioning.
When To Change: Rarely needs adjustment. Use 7-10 for faster volatility response, 21-28 for slower.
Impact: Affects volatility ratio calculation and visual label spacing. Minimal impact on signals.
Pressure Percentile Lookback
Default: 50 | Range: 10-300
What It Does: Lookback period for calculating volume pressure percentile ranking. Your current pressure is ranked against the pressure of the last X bars.
When To Change:
Decrease to 20-30 for shorter-term pressure context (more responsive to recent changes)
Increase to 100-200 for longer-term pressure context (smoother rankings)
Impact: Lower values make pressure strength more sensitive to recent bars. Higher values provide more stable, long-term pressure assessment. Capped at 300 for performance reasons.
SIGNAL DETECTION SECTION
Signal Detection Mode
Default: "Divergence + Confluence (Confirmed)"
Options:
Confluence Only (Real-time)
Divergence + Confluence (Confirmed)
Divergence + Confluence (Relaxed)
What It Does: Selects which detection logic mode to use (see "Understanding The Three Detection Modes" section above).
When To Change: Use Confirmed for learning and non-repainting signals. Use Real-time for live scanning without divergence requirement. Use Relaxed for slightly more signals than Confirmed.
Impact: Fundamentally changes when and how signals appear.
VISUAL LAYERS SECTION
All toggles default to ON. Each controls visibility of one visual layer:
Show Market Structure: Pivot markers and support/resistance lines
Show Pressure Zones: Background color shading
Show Divergence Lines: Dotted lines connecting pivots
Show Institutional Footprint Markers: Absorption boxes, hunt labels, exhaustion labels
Show Consolidated Analysis Label: Main pattern detection label
Use Compact Label Format
Default: OFF
What It Does: Switches consolidated label between single-line compact format and multi-line detailed format.
When To Change: Turn ON if you find full labels too large or distracting.
Impact: Visual clarity vs. information density tradeoff.
DASHBOARD SECTION
Dashboard Mode
Default: "Optimized"
Options: Off, Compact, Optimized, Full
What It Does: Controls how much information the dashboard displays.
Off: No dashboard
Compact: 8 rows (essential metrics only)
Optimized: 12 rows (recommended balance)
Full: 13 rows (every available metric)
Dashboard Position
Default: "Top Right"
Options: Top Right, Top Left, Bottom Right, Bottom Left
What It Does: Screen corner where dashboard appears.
HOW TO USE VMDM - PRACTICAL WORKFLOW
STEP 1 - INITIAL SETUP
Add VMDM to your chart
Select your detection mode (Confirmed recommended for learning)
Set your minimum confluence score (start with 60-65)
Adjust pivot parameters if needed (default 3/3 is good for most timeframes)
Enable the visual layers you want to see
STEP 2 - CHART ANALYSIS
Let the indicator load and analyze historical data
Review the patterns that appear historically
Examine the confluence scores - notice which patterns had higher scores
Observe which patterns occurred during supportive pressure zones
Notice the divergence line connections - understand what price vs RSI did
STEP 3 - PATTERN RECOGNITION LEARNING
When a consolidated analysis label appears:
Read the divergence type (regular or hidden, bullish or bearish)
Check the quality tier (textbook, high quality, or valid)
Review the confluence breakdown - which factors contributed
Look at the chart context - where is price relative to structure, trend, etc.
Observe the behavioral footprint markers nearby - do they support the pattern
STEP 4 - REAL-TIME MONITORING
Watch the dashboard for real-time regime and pressure state
Monitor the current confluence score in the dashboard
When it approaches your threshold, be alert for potential pattern formation
When a new pattern appears (after confirmation delay), evaluate it using the workflow above
Use your trading strategy rules to decide if the setup aligns with your criteria
STEP 5 - POST-PATTERN OBSERVATION
After a pattern appears:
Mark the level on your chart
Observe what price does after the pattern completes
Did price respect the reversal/continuation signal
What was the confluence score of patterns that worked vs. those that failed
Learn which quality tiers and confluence levels produce better results on your specific symbol and timeframe
RECOMMENDED TIMEFRAMES AND ASSET CLASSES
VMDM is timeframe-agnostic and works on any asset with volume data. However, optimal performance varies:
BEST TIMEFRAMES
15-Minute to 1-Hour: Ideal balance of signal frequency and reliability. Pivot confirmation delay is acceptable. Sufficient volume data for pressure analysis.
4-Hour to Daily: Excellent for swing trading. Very high-quality signals. Lower frequency but higher significance. Recommended for learning because patterns are clearer.
1-Minute to 5-Minute: Works but requires adjustment. Increase pivot bars to 5-7 for filtering. Decrease max object history to 30 for performance. Expect more noise.
Weekly/Monthly: Works but very infrequent signals. Increase confluence threshold to 70+ to ensure only major patterns appear.
BEST ASSET CLASSES
Forex Majors: Excellent volume data and clear trends. Pressure analysis works well.
Crypto (Major Pairs): Good volume data. High volatility makes divergences more pronounced. Works very well.
Stock Indices (SPY, QQQ, etc.): Excellent. Clean price action and reliable volume.
Individual Stocks: Works well on high-volume stocks. Low-volume stocks may produce unreliable pressure readings.
Commodities (Gold, Oil, etc.): Works well. Clear trends and reactions.
WHAT THIS INDICATOR CANNOT DO - LIMITATIONS
LIMITATION 1 - It Does Not Predict The Future
VMDM identifies when technical conditions align historically associated with potential reversals or continuations. It does not predict what will happen next. A textbook 95-confluence pattern can still fail if fundamental events, news, or larger timeframe structure override the setup.
LIMITATION 2 - Confirmation Delay Means You Miss Early Entry
In Confirmed and Relaxed modes, the non-repainting design means you receive signals AFTER the pivot is confirmed. Price may have already moved significantly by the time you receive the signal. This is the tradeoff for non-repainting reliability. You can use Real-time mode for faster signals but sacrifice divergence confirmation.
LIMITATION 3 - It Does Not Tell You Position Sizing or Risk Management
VMDM provides technical pattern analysis. It does not calculate stop loss levels, take profit targets, or position sizing. You must apply your own risk management rules. Never risk more than you can afford to lose based on a technical signal.
LIMITATION 4 - Volume Pressure Analysis Requires Reliable Volume Data
On assets with thin volume or unreliable volume reporting, pressure analysis may be inaccurate. Stick to major liquid assets with consistent volume data.
LIMITATION 5 - It Cannot Detect Fundamental Events
VMDM is purely technical. It cannot predict earnings reports, central bank decisions, geopolitical events, or other fundamental catalysts that can override technical patterns.
LIMITATION 6 - Divergence Requires Two Pivots
The indicator cannot detect divergence until at least two pivots of the same type have formed. In strong trends without pullbacks, you may go long periods without signals.
LIMITATION 7 - Institutional Pattern Names Are Interpretive
The behavioral footprint patterns are named using common trading education terminology, but they are detected through technical analysis, not actual institutional data access. The patterns are interpretations based on price and volume behavior.
CONCEPT FOUNDATION - WHY THIS APPROACH WORKS
MARKET PRINCIPLE 1 - Momentum Divergence Precedes Price Reversal
Price is the final output of market forces, but momentum (the rate of change in those forces) shifts first. When price makes a new low but the momentum behind that move is weaker (higher RSI low), it signals that sellers are losing strength even though they temporarily pushed price lower. This precedes reversal. This is a fundamental principle in technical analysis taught by Charles Dow, widely observed in market behavior.
MARKET PRINCIPLE 2 - Volume Reveals Conviction
Price can move on low volume (low conviction) or high volume (high conviction). When price makes a new low on declining volume while RSI shows improving momentum, it suggests the new low is not confirmed by participant conviction. Adding volume pressure analysis to momentum divergence adds a confirmation layer that filters false divergences.
MARKET PRINCIPLE 3 - Anomalies Mark Structural Extremes
When volume spikes significantly but range contracts (absorption), or when price spikes beyond structure then reverses (stop hunt), or when aggressive moves are met with large-wick rejection (exhaustion), these anomalies often mark short-term extremes. Combining these structural observations with momentum analysis creates context.
MARKET PRINCIPLE 4 - Confluence Improves Probability
No single technical factor is reliable in isolation. RSI divergence alone fails frequently. Volume analysis alone cannot time entries. Combining multiple independent factors into a weighted system increases the probability that observed patterns have structural significance rather than random noise.
THE EDUCATIONAL VALUE
By visualizing all four layers simultaneously and breaking down the confluence scoring transparently, VMDM teaches you to think in terms of multi-dimensional analysis rather than single-indicator reliance. Over time, you will learn to recognize these patterns manually and understand which combinations produce better results on your traded assets.
INSTITUTIONAL TERMINOLOGY - IMPORTANT CLARIFICATION
This indicator uses the following terms that are common in trading education:
Institutional Footprint
Absorption (Accumulation / Distribution)
Stop Hunt
Exhaustion
CRITICAL DISCLAIMER:
These terms are EDUCATIONAL LABELS for specific price action and volume behavior patterns detected through technical analysis of publicly available chart data (open, high, low, close, volume). This indicator does NOT have access to:
Actual institutional order flow or order book data
Market maker positions or intentions
Broker stop-loss databases
Non-public trading data
Proprietary institutional information
The patterns labeled as "institutional footprint" are interpretations based on observable price and volume behavior that educational trading literature often associates with potential large-participant activity. The detection is algorithmic pattern recognition, not privileged data access.
When this indicator identifies "absorption," it means it detected high volume within a small range - a condition that MAY indicate large orders being filled but is not confirmation of actual institutional participation.
When it identifies a "stop hunt," it means price briefly penetrated a structural level then reversed - a pattern that MAY have triggered stop losses but is not confirmation that stops were specifically targeted.
When it identifies "exhaustion," it means high volume with large rejection wicks - a pattern that MAY indicate aggressive participation meeting strong opposition but is not confirmation of institutional involvement.
These are technical analysis interpretations, not factual statements about market participant identity or intent.
DISCLAIMER AND RISK WARNING
EDUCATIONAL PURPOSE ONLY
This indicator is designed as an educational tool to help traders learn to recognize technical patterns, understand multi-factor analysis, and practice systematic market observation. It is NOT a trading system, signal service, or financial advice.
NO PERFORMANCE GUARANTEE
Past pattern behavior does not guarantee future results. A pattern that historically preceded price movement in one direction may fail in the future due to changing market conditions, fundamental events, or random variance. Confluence scores reflect historical technical alignment, not future certainty.
TRADING INVOLVES SUBSTANTIAL RISK
Trading financial instruments involves substantial risk of loss. You can lose more than your initial investment. Never trade with money you cannot afford to lose. Always use proper risk management including stop losses, position sizing, and portfolio diversification.
NO PREDICTIVE CLAIMS
This indicator does NOT predict future price movement. It identifies when technical conditions align in patterns that historically have been associated with potential reversals or continuations. Market behavior is probabilistic, not deterministic.
BACKTESTING LIMITATIONS
If you backtest trading strategies using this indicator, ensure you account for:
Realistic commission costs
Realistic slippage (difference between signal price and actual fill price)
Sufficient sample size (minimum 100 trades for statistical relevance)
Reasonable position sizing (risking no more than 1-2 percent of account per trade)
The confirmation delay inherent in the indicator (you cannot enter at the exact pivot in Confirmed mode)
Backtests that do not account for these factors will produce unrealistic results.
AUTHOR LIABILITY
The author (BullByte) is not responsible for any trading losses incurred using this indicator. By using this indicator, you acknowledge that all trading decisions are your sole responsibility and that you understand the risks involved.
NOT FINANCIAL ADVICE
Nothing in this indicator, its code, its description, or its visual outputs constitutes financial, investment, or trading advice. Consult a licensed financial advisor before making investment decisions.
FREQUENTLY ASKED QUESTIONS
Q: Why do signals appear in the past, not at the current bar
A: In Confirmed and Relaxed modes, signals appear at confirmed pivots, which requires waiting for right-side confirmation bars (default 3). This creates a delay but prevents repainting. Use Real-time mode if you want current-bar signals without pivot confirmation.
Q: Can I use this for automated trading
A: You can create alert-based automation, but understand that Confirmed mode signals appear AFTER the pivot with delay, so your entry will not be at the pivot price. Real-time mode signals can change as the current bar develops. Automation requires careful consideration of these factors.
Q: How do I know which confluence score to use
A: Start with 60. Observe which patterns work on your symbol/timeframe. If too many false signals, increase to 70-75. If too few signals, decrease to 55. Quality vs. quantity tradeoff.
Q: Do regular divergences mean I should enter a reversal trade immediately
A: No. Regular divergences indicate momentum exhaustion, which is a WARNING sign that trend may reverse, not a confirmation that it will. Use confluence score, market context, support/resistance, and your strategy rules to make entry decisions. Many divergences fail.
Q: What's the difference between regular and hidden divergence
A: Regular divergence = price and momentum move in opposite directions at extremes = potential reversal signal. Hidden divergence = price and momentum move in opposite directions during pullbacks = potential continuation signal. Hidden divergence suggests the pullback is just a correction within the larger trend.
Q: Why does the pressure zone color sometimes conflict with the divergence direction
A: Pressure is real-time current bar analysis. Divergence is confirmed pivot analysis from the past. They measure different things at different times. A bullish divergence confirmed 3 bars ago might appear during current selling pressure. This is normal.
Q: Can I use this on stocks without volume data
A: No. Volume is required for pressure analysis and behavioral pattern detection. Use only on assets with reliable volume reporting.
Q: How often should I expect signals
A: Depends on timeframe and settings. Daily charts might produce 5-10 signals per month. 1-hour charts might produce 20-30. 15-minute charts might produce 50-100. Adjust confluence threshold to control frequency.
Q: Can I modify the code
A: Yes, this is open source. You can modify for personal use. If you publish a modified version, please credit the original and ensure your publication meets TradingView guidelines.
Q: What if I disagree with a pattern's confluence score
A: The scoring weights are based on general observations and may not suit your specific strategy or asset. You can modify the code to adjust weights if you have data-driven reasons to do so.
Final Notes
VMDM - Volume, Momentum and Divergence Master is an educational multi-layer market analysis system designed to teach systematic pattern recognition through transparent, confluence-weighted signal detection. By combining RSI momentum divergence, volume pressure quantification, behavioral footprint pattern recognition, and quality scoring into a unified framework, it provides a comprehensive learning environment for understanding market structure.
Use this tool to develop your analytical skills, understand how multiple technical factors interact, and learn to distinguish high-quality setups from noise. Remember that technical analysis is probabilistic, not predictive. No indicator replaces proper education, risk management, and trading discipline.
Trade responsibly. Learn continuously. Risk only what you can afford to lose.
-BullByte
FAIRPRICE_VWAP_RDFAIRPRICE_VWAP_RD
This script plots an **anchored VWAP (Volume Weighted Average Price)** that resets
based on the user-selected anchor period. It acts as a dynamic “fair value” line
that reflects where the market has actually transacted during the chosen period.
FEATURES
- Multiple anchor options: Session, Week, Month, Quarter, Year, Decade, Century,
Earnings, Dividends, or Splits.
- Intelligent handling of the “Session” anchor so it works correctly on both 1m
(resets each new day) and 1D (continuous, non-resetting VWAP).
- Manual VWAP calculation using cumulative(price * volume) and cumulative(volume),
ensuring the line is stable and works on all timeframes.
- Optional hiding of VWAP on daily or higher charts.
- Offset input for horizontal shifting if desired.
- VWAP provides a true “fair price” reference for trend, mean-reversion,
and institutional-level analysis.
PURPOSE
This indicator solves the common problem of VWAP behaving incorrectly on higher
timeframes, on synthetic data, or with unusual anchors. By implementing VWAP
manually and allowing flexible reset conditions, it functions reliably as
an institutional-style fair value benchmark across any timeframe.
Watchlist Volume Surge AlertOverview
This indicator is designed for traders who monitor large watchlists and need instant notification when a stock is experiencing unusual volume activity relative to its recent history.
Standard volume indicators often include the current day's volume in the average calculation. This causes a problem: if a stock is having a massive breakout, that high volume pulls the average up immediately, making it harder to hit the "relative" threshold.
This script solves that by comparing the current volume against the Simple Moving Average (SMA) of the previous n bars. This ensures a clean baseline and accurate alerts, even during massive volatility.
Key Features
Smart RVOL Calculation: Calculates Relative Volume (RVOL) based on the previous 30 bars (adjustable), ensuring the current breakout doesn't skew the average.
Visual Clarity:
Bars: Normal volume is transparent. Surge volume turns bright Teal (Bullish Close) or Red (Bearish Close).
Background: The indicator panel background highlights when a surge is active, making it impossible to miss when scanning visually.
Data Window: Displays the exact RVOL ratio (e.g., 2.11) in the Data Window for verification.
Watchlist Alert Optimized: Specifically designed to work with TradingView's "Any alert function call" or standard condition alerts across multiple tickers.
How to Set Up Alerts
This script is perfect for setting a single alert on a large watchlist to catch breakouts as they happen.
Add the indicator to your chart.
Go to the Alerts menu and create a new alert.
Condition: Select Watchlist Volume Surge Alert.
Trigger: Select "Once Per Bar".
Note: Using "Once Per Bar" ensures you are notified the moment the volume crosses the threshold during the trading day, rather than waiting for the market to close.
Message: The script includes a dynamic message: "Volume Surge! {{ticker}} volume is {{plot("RVOL Ratio")}}x the average."
Settings
Average Length (Days): The lookback period for the volume average (Default: 30).
Alert Threshold (x Average): The multiple required to trigger an alert (Default: 1.5x).
Note: This works better when you have a watchlist with similar volatility and/or market cap
Market Internals Dashboard: Trend, Breadth, Volume PressureOverview
The Market Internals Dashboard Pro is a professional-grade toolkit modeled after what prop firms and institutional desks use to understand real intraday market conditions.
Instead of relying solely on price, this indicator analyzes three critical internal forces:
USI:TICK : Microstructure buying/selling pressure
USI:ADD : Market breadth participation (advancers vs decliners proxy)
USI:VOLD : Volume pressure (buying vs selling volume)
These internals determine whether the market is:
Trending or ranging
Bullish or bearish
Likely to follow through or mean-revert
Favoring continuation trades or fade setups
The script also produces a Market Environment Score (–3 to +3) and a real-time Trade Recommendation Table that updates every bar. This helps answer the single most important question in intraday trading: “What type of trades should I be taking right now given current market conditions?”
1. TICK Proxy: Microstructure Pressure
Measures buying vs. selling aggressiveness across the market This proxy simulates the NYSE TICK index by evaluating whether bars close above or below the prior bar.
Positive TICK → Buyers lifting offers
Negative TICK → Sellers hitting bids
Neutral TICK → No microstructure conviction
Why it matters:
Strong TICK is often the earliest sign of:
Trend initiation
Algorithmic buy/sell programs
Shifts in short‑term sentiment
Weak or choppy TICK often signals:
Range conditions
Failed breakouts
Low‑quality trend attempts
2. ADD Proxy: Market Breadth Strength
Shows how many stocks are participating in a move Because real USI:ADD data isn't available for all users, this script uses a self-contained breadth approximation built from:
Price slope
Volatility expansion
Volume‑weighted directional pressure
Why it matters? Breadth reveals whether the move is:
Broad and healthy → likely to continue
Narrow and weak → vulnerable to reversal
Strong trends require strong breadth. Weak breadth often precedes:
Failed breakouts
Reversal setups
Chop (ewww)
3. VOLD Proxy: Volume Pressure
The most important internal of all. This proxy measures whether trading volume is flowing into up bars or down bars.
Positive VOLD → Net buying pressure
Negative VOLD → Net selling pressure
Why it matters:
VOLD is considered the "truth serum" of the tape:
Strong VOLD drives trend days
Negative VOLD kills long setups
Mixed VOLD creates chop
You should rarely trend trade against VOLD.
4. Market Environment Score (–3 to +3)
The Environment Score combines the three internals into a single view:
|| Score || Interpretation || Market Type ||
| +3 | Strong Bull | Trend Day (Long) |
| +2 | Bull | Pullback Buys / Breakout Continuation |
| +1 | Mild Bull | Conservative Long Scalps |
| 0 | Neutral | CHOP – VWAP Reversions / Fades |
| -1 | Mild Bear | Short Failed Breakouts |
| -2 | Bear | Trend Shorts / Breakdown Continuation |
| -3 | Strong Bear | Trend Day (Short) |
Why it matters:
The market behaves differently depending on internal alignment. This score prevents traders from:
Forcing trend trades on chop days
Chasing breakouts when breadth is weak
Fading strong directional days
It tells you in real time whether conditions favor:
Trend following
Mean reversion
Breakout continuation
Liquidity grabs
Or sitting out
5. Trade Recommendation Engine
Based on the Environment Score, the indicator outputs a real-time playbook recommending which trade types have the highest probability of success right now.
Examples:
Score = 0 (Neutral)
VWAP Reversions
Liquidity Grabs
Failed Breakouts
Quick Scalps
Score = +2/+3 (Strong Bull)
Pullback Buys
Breakout Continuation
Trend Longs
Score = -2/-3 (Strong Bear)
Pullback Shorts
Breakdown Continuation
Trend Shorts Only
This turns the internals into a trade selection engine, not just a data display.
Why Market Internals Matter
Most indicators look only at price, but price is the result, not the cause.
Market internals show:
Where volume is flowing
Whether buying is aggressive or passive
How many stocks are participating
Whether algorithms are supporting or fighting the move
This dashboard helps traders:
Avoid chop
Stay out of low‑quality setups
Time entries with institutional flows
Improve win rate by trading the right setups at the right times
Final Notes
Works on any symbol or timeframe
Fully customizable colors
Two clean visual tables: Internals + Trade Playbook
Ideal for futures, ETFs, and options day traders
If you enjoy this tool, please like, comment, or follow. More enhancements are coming.
Trade smart.
LiquidityPulse Multi-Timeframe Volume Zones/ LevelsLiquidityPulse Multi-Timeframe Volume Zones/ Levels
Non-repainting: levels appear on bar close and do not change.
What This Indicator Does
This indicator scans lower-timeframe price action to identify bars where volume and candle behaviour suggest that a notable price interaction occurred. When all conditions align, the script extracts a precise price level from that bar, plots it on your higher-timeframe chart, and extends it forward so you can observe whether the market interacts with it again later.
Each selected timeframe is processed independently. For every timeframe you enable, the script looks for the following criteria:
1. A shift in candle direction between the previous bar and the current bar
2. A close-to-open body alignment , helping filter out irregular or noisy movement
3. A volume increase relative to the recent average , based on a user-selected multiplier
If these conditions are met, the script marks the corresponding price level on the chart. You can enable up to seven lower timeframes at once, each with its own independent settings, colours, strength filters, and display capacity. This allows you to build a layered, multi-timeframe view of the levels/ zones.
How It Works
1. Candle Behaviour Shift
The script checks whether the previous bar and the current bar show opposing directional behaviour. This helps highlight moments that may reflect a shift in directional behaviour or a change in price movement characteristics.
2. Body Alignment
The previous bar’s close must closely align with the current bar’s open. This requirement reduces random noise and focuses detection on areas where structure between candles is unusually clean.
3. Volume Requirement
The combined volume of the current bar and the previous bar must exceed the recent average by a multiplier you choose.
Lower multiplier - more levels
Higher multiplier - only the most significant activity spikes qualify
This filters for bars with above-average participation (volume).
4. Price Level Identification
If all conditions are met, a price edge is defined:
Bearish pressure: upper edge
Bullish pressure: lower edge
This edge marks the price level where the qualifying candle behaviour occurred.
5. Zone Drawing
Each qualifying event produces:
A horizontal line marking the level
A (optional) shaded box around the level
A label showing the timeframe and the exact volume multiplier amount detected
The level then extends forward so you can monitor future interactions.
Key Settings
Zone Strength (Volume Multiplier)
Determines how selective the volume filter is.
Lower settings show more frequent activity
Higher settings restrict detection to only the strongest activity (volume) increases
Multi-Timeframe Framework
Enable/disable per timeframe
Custom source timeframe (e.g., 1m, 5m, 15m, etc.)
Strength threshold per timeframe
How many recent levels to display per timeframe (Show Last N Zones.)
You can display a single timeframe or stack several to highlight clustering.
How traders can use this indicator
This script is not a buy/sell signal generator. It is best used as a structural overlay that helps you identify:
Where candle behaviour abruptly shifted with increased volume
Whether multiple timeframes highlight similar levels
Comparing how frequently these conditions appear across different timeframes
How price behaves when revisiting areas of prior activity (levels)
Why this type of detection can be informative
Higher-timeframe charts compress a large amount of lower-timeframe activity. By identifying where the script found notable changes in direction, structure, and relative volume on a lower timeframe, it provides a way to reference points in the price history where behaviour differed from nearby bars. Displaying these levels on a higher timeframe allows traders to see how these conditions align with their broader analysis.
Disclaimer
This indicator does not measure true liquidity or order flow. It uses candle structure and relative-volume comparisons as interpretive tools, and the plotted levels do not represent signals or predictions. All analysis is user-interpreted, and past behaviour does not imply future behaviour.
OBV + WaveTrend Volume Scalper [GratefulFutures]This script is a combination script of three different strategies that provides buy and sell signals based on the change of volume with momentum confirmations.
Sources used:
This script relies on the outstanding scripts of the great script writer LazyBear: LazyBear
The following scripts were used in this publication:
1. A modified "On-Balance Volume Oscillator" modified from LazyBear's original script:
2. Wavetrend Oscillator with crosses, Author: LazyBear
3. Squeeze Momentum Oscillator, Author: LazyBear
This script functions based on the following criteria being true:
1. On balance volume oscillator turning from negative to positive (buy) or positive to negative (sell)
2. Squeeze Momentum value is increasing (buy) or decreasing (sell)
3. Wavetrend 1 (wt1) is greater than wavetrend 2 (wt2) (buy)/ Wavetrend 1 (wt1) is less than wavetrend 2 (wt2) (sell)
By combining these factors the indicator is able to signal exactly when net buying turns to net selling (OBV) and when this change is most advantageous to continue based on the momentum and price action of the underlying asset (SQMOMO and Wavetrend).
This allows you to pair volume and price action for a powerful tool to identify where price will reverse or continue providing exceptional entries for short term trades, especially when combined with other aspects such as support and resistance, or volume profile.
How to use:
Simply adjust the settings to your preference and read the given signals as generated.
Settings
There are multiple ways to tune the signals generated. It is set standard for my preferred use on a 1 minute chart.
OBV Oscillator Settings
The first 4 dropdowns in the Inputs section tune the On Balance Volume Oscillator (OBVO) portion of the indicator. You can choose if you want it to calculate based on close, open, high, low, or other value.
The most impactful in the entire settings is going to be the length and smoothing of the OBVO EMA. Making this number lower increasing the sensitivity to changes in volume, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (5-20) is reasonable for the OBVO EMA length. There is a separate smoothing factor titled OBV Smoothing Length and below that, OBV Smoothing Type , a value of (2) is standard with "SMA" for smoothing type with a value of between 2-10 being reasonable. You may also play with these values to see what you like for your trading style.
Wavetrend Settings
The next 3 options are to modify the wavetrend portion of the indicator. I do not modify these from standard, and feel that they work appropriately on all time frames at the following values: n1 length (10), n2 length (20), Wavetrend Signal SMA length (4)
Squeeze Momentum Settings
The following 5 options through the end modify the Squeeze momentum portion of the indicator. The only one that modifies the signals generated is the KC Length , Making this number lower increasing the sensitivity to changes in price action, making the signals come quicker but is more susceptible to quick fluctuations. A value of between (18-25) is reasonable for KC Length .
Style Setting
You may select if you want to see the buy and sell signals. The following 5 options Raw OBV Osc through Squeeze Momentum allow you to see where each specific requirement was met, posted as a vertical line, but for live use it is recommended to turn all of these vertical lines off and only use the buy and sell signals.
Time Frames:
While this script is most effective on shorter time frames (1 minute for scalping and daytrading) it is also viable to use it on longer timeframes, due to the nature of its components being independent of time frame.
Examples of use - (Green and red vertical lines are for visualization purpose and are not part of the script)
SPY 1 Minute (Factory Settings):
SPX 15 minutes (Factory Settings):
Considerations
This script is meant primarily for short term trading, trades on the basis of seconds to minutes primarily. While they can be a good indication of volume lining up with momentum, it is always wise to use them in combination with other factors such as support, resistance, market structure, volume levels, or the many other techniques out there...
As Always... Happy Trading.
-Not_A_Mad_Scientist (GreatfulFutures Trade University)
MFI Volume Profile [Kodexius]The MFI Volume Profile indicator blends a classic volume profile with the Money Flow Index so you can see not only where volume traded, but also how strong the buying or selling pressure was at those prices. Instead of showing a simple horizontal histogram of volume, this tool adds a money flow dimension and turns the profile into a price volume momentum heat map.
The script scans a user controlled lookback window and builds a set of price levels between the lowest and highest price in that period. For every bar inside that window, its volume is distributed across the price levels that the bar actually touched, and that volume is combined with the bar’s MFI value. This creates a volume weighted average MFI for each price level, so every row of the profile knows both how much volume traded there and what the typical money flow condition was when that volume appeared.
On the chart, the indicator plots a stack of horizontal boxes to the right of current price. The length of each box represents the relative amount of volume at that price, while the color represents the average MFI there. Levels with stronger positive money flow will lean toward warmer shades, and levels with weaker or negative money flow will lean toward cooler or more neutral shades inside the configured MFI band. Each row is also labeled in the format Volume , so you can instantly read the exact volume and money flow value at that level instead of guessing.
This gives you a detailed map of where the market really cared about price, and whether that interest came with strong inflow or outflow. It can help you spot areas of accumulation, distribution, absorption, or exhaustion, and it does so in a compact visual that sits next to price without cluttering the candles themselves.
Features
Combined volume profile and MFI weighting
The indicator builds a volume profile over a user selected lookback and enriches each price row with a volume weighted average MFI. This lets you study both participation and money flow at the same price level.
Volume distributed across the bar price range
For every bar in the window, volume is not assigned to a single price. Instead, it is proportionally distributed across all price rows between the bar low and bar high. This creates a smoother and more realistic profile of where trading actually happened.
MFI based color gradient between 30 and 70
Each price row is colored according to its average MFI. The gradient is anchored between MFI values of 30 and 70, which covers typical oversold, neutral and overbought zones. This makes strong demand or distribution areas easier to spot visually.
Configurable structure resolution and depth
Main user inputs are the lookback length, the number of rows, the width of the profile in bars, and the label text size. You can quickly switch between coarse profiles for a big picture and higher resolution profiles for detailed structure.
Numeric labels with volume and MFI per row
Every box is labeled with the total volume at that level and the average MFI for that level, in the format Volume . This gives you exact values while still keeping the visual profile clean and compact.
Calculations
Money Flow Index calculation
currentMfi is calculated once using ta.mfi(hlc3, mfiLen) as usual,
Creation of the profileBins array
The script creates an array named profileBins that will hold one VPBin element per price row.
Each VPBin contains
volume which is the total volume accumulated at that price row
mfiProduct which is the sum of volume multiplied by MFI for that row
The loop;
for i = 0 to rowCount - 1 by 1
array.push(profileBins, VPBin.new(0.0, 0.0))
pre allocates a clean structure with zero values for all rows.
Finding highest and lowest price across the lookback
The script starts from the current bar high and low, then walks backward through the lookback window
for i = 0 to lookback - 1 by 1
highestPrice := math.max(highestPrice, high )
lowestPrice := math.min(lowestPrice, low )
After this loop, highestPrice and lowestPrice define the full price range covered by the chosen lookback.
Price range and step size for rows
The code computes
float rangePrice = highestPrice - lowestPrice
rangePrice := rangePrice == 0 ? syminfo.mintick : rangePrice
float step = rangePrice / rowCount
rangePrice is the total height of the profile in price terms. If the range is zero, the script replaces it with the minimum tick size for the symbol. Then step is the price height of each row. This step size is used to map any price into a row index.
Processing each bar in the lookback
For every bar index i inside the lookback, the script checks that currentMfi is not missing. If it is valid, it reads the bar high, low, volume and MFI
float barTop = high
float barBottom = low
float barVol = volume
float barMfi = currentMfi
Mapping bar prices to bin indices
The bar high and low are converted into row indices using the known lowestPrice and step
int indexTop = math.floor((barTop - lowestPrice) / step)
int indexBottom = math.floor((barBottom - lowestPrice) / step)
Then the indices are clamped into valid bounds so they stay between zero and rowCount - 1. This ensures that every bar contributes only inside the profile range
Splitting bar volume across all covered bins
Once the top and bottom indices are known, the script calculates how many rows the bar spans
int coveredBins = indexTop - indexBottom + 1
float volPerBin = barVol / coveredBins
float mfiPerBin = volPerBin * barMfi
Here the total bar volume is divided equally across all rows that the bar touches. For each of those rows, the same fraction of volume and volume times MFI is used.
Accumulating into each VPBin
Finally, a nested loop iterates from indexBottom to indexTop and updates the corresponding VPBin
for k = indexBottom to indexTop by 1
VPBin binData = array.get(profileBins, k)
binData.volume := binData.volume + volPerBin
binData.mfiProduct := binData.mfiProduct + mfiPerBin
Over all bars in the lookback window, each row builds up
total volume at that price range
total volume times MFI at that price range
Later, during the drawing stage, the script computes
avgMfi = bin.mfiProduct / bin.volume
for each row. This is the volume weighted average MFI used both for coloring the box and for the numeric MFI value shown in the label Volume .
YM Ultimate SNIPER v5# YM Ultimate SNIPER v5 - Documentation & Trading Guide
## 🎯 Unified GRA + DeepFlow | YM/MYM Optimized
**TARGET: 3-7 High-Confluence Trades per Day**
---
## ⚡ QUICK START
```
┌─────────────────────────────────────────────────────────────────┐
│ YM ULTIMATE SNIPER v5 │
├─────────────────────────────────────────────────────────────────┤
│ │
│ SIGNALS: │
│ S🎯 = S-Tier (50+ pts) → HOLD position │
│ A🎯 = A-Tier (25-49 pts) → SWING trade │
│ B🎯 = B-Tier (12-24 pts) → SCALP quick │
│ Z = Zone entry (price at FVG zone) │
│ │
│ SESSIONS (ET): │
│ LDN = 3:00-5:00 AM (London) │
│ NY = 9:30-11:30 AM (New York Open) │
│ PWR = 3:00-4:00 PM (Power Hour) │
│ │
│ COLORS: │
│ 🟩 Green zones = Bullish FVG (buy zone) │
│ 🟥 Red zones = Bearish FVG (sell zone) │
│ 🟣 Purple lines = Single prints (S/R levels) │
│ │
│ TABLE (Top Right): │
│ Pts = Candle point range │
│ Tier = S/A/B/X classification │
│ Vol = Volume ratio (green = good) │
│ Delta = Buy/Sell dominance │
│ Sess = Current session │
│ Zone = In FVG zone status │
│ Score = Confluence score /10 │
│ CVD = Cumulative delta direction │
│ R:R = Risk:Reward ratio │
│ │
└─────────────────────────────────────────────────────────────────┘
```
---
## 📋 VERSION 5 CHANGES
### What's New
- **Removed all imbalance code** - caused compilation errors
- **Simplified delta analysis** - uses candle structure instead of intrabar data
- **Cleaner confluence scoring** - 5 clear factors, max 10 points
- **Reliable table** - updates on last bar only, no flickering
- **Works on YM and MYM** - same logic applies to micro contracts
### Removed Features
- Candle-anchored imbalance markers
- Imbalance S/R zones
- Intrabar volume profile analysis
- POC visualization
### Kept & Improved
- Tier classification (S/A/B)
- FVG zone detection & visualization
- Single print detection
- Session windows with backgrounds
- Confluence scoring
- Stop/Target auto-calculation
- All alerts
---
## 🎯 SIGNAL TYPES
### Tier Signals (S🎯, A🎯, B🎯)
These are high-confluence signals that pass all filters:
| Tier | Points | Value/Contract | Action | Hold Time |
|------|--------|----------------|--------|-----------|
| **S** | 50+ | $250+ | HOLD | 2-5 min |
| **A** | 25-49 | $125-245 | SWING | 1-3 min |
| **B** | 12-24 | $60-120 | SCALP | 30-90 sec |
**Filters Required:**
1. Tier threshold met (points)
2. Volume ≥ 1.8x average
3. Delta dominance ≥ 62%
4. Body ratio ≥ 70%
5. Range ≥ 1.3x average
6. Proper wicks (no reversal wicks)
7. CVD confirmation (optional)
8. In trading session
### Zone Signals (Z)
Zone entries trigger when:
- Price is inside an FVG zone
- Delta shows dominance in zone direction
- Volume is above average
- In active session
- No tier signal already present
---
## 📊 CONFLUENCE SCORING
**Maximum Score: 10 points**
| Factor | Points | Condition |
|--------|--------|-----------|
| Tier | 1-3 | B=1, A=2, S=3 |
| In Zone | +2 | Price inside FVG zone |
| Strong Volume | +2 | Volume ≥ 2x average |
| Strong Delta | +2 | Delta ≥ 70% |
| CVD Momentum | +1 | CVD trending with signal |
**Score Interpretation:**
- **7-10**: Elite setup - full size
- **5-6**: Good setup - standard size
- **4**: Minimum threshold - reduced size
- **< 4**: No signal shown
---
## ⏰ SESSION WINDOWS
### London (3:00-5:00 AM ET)
- European institutional flow
- Character: Slow build-up, clean trends
- Expected trades: 1-2
- Best for: Zone entries, A/B tier
### NY Open (9:30-11:30 AM ET)
- Highest volume, most institutional activity
- Character: Initial balance, breakouts
- Expected trades: 2-3
- Best for: S/A tier, zone confluence
### Power Hour (3:00-4:00 PM ET)
- End-of-day rebalancing, MOC orders
- Character: Mean reversion or trend acceleration
- Expected trades: 1-2
- Best for: Zone entries, B tier scalps
---
## 🟩 FVG ZONES
### What Are FVG Zones?
Fair Value Gaps (FVGs) are price gaps between candles where price moved so fast that a gap was left. These gaps often act as support/resistance.
### Zone Requirements
- Gap size ≥ 25% of ATR
- Impulse candle has strong body (≥ 70%)
- Impulse candle is 1.5x average range
- Volume above average on impulse
- Created during active session
### Zone States
1. **Fresh** (bright color) - Just created, untested
2. **Tested** (gray) - Price touched zone midpoint
3. **Broken** (removed) - Price closed through zone
### Trading FVG Zones
| Zone | Approach From | Expected |
|------|--------------|----------|
| 🟩 Bull | Above (falling) | Support - look for bounce |
| 🟥 Bear | Below (rising) | Resistance - look for rejection |
---
## 🟣 SINGLE PRINTS
Single prints mark candles with:
- Range > 1.3x average
- Body > 70% of range
- Volume > 1.8x average
- Clear delta dominance
These become horizontal support/resistance lines extending into the future.
---
## 📊 TABLE REFERENCE
| Row | Label | Meaning |
|-----|-------|---------|
| 1 | Pts | Current candle point range |
| 2 | Tier | S/A/B/X classification |
| 3 | Vol | Volume ratio vs 20-bar average |
| 4 | Delta | Buy/Sell percentage dominance |
| 5 | Sess | Current session (LDN/NY/PWR/OFF) |
| 6 | Zone | In FVG zone (BULL/BEAR/---) |
| 7 | Score | Confluence score out of 10 |
| 8 | CVD | Delta momentum direction |
| 9 | R:R | Risk:Reward if signal active |
### Color Coding
- **Green/Lime**: Good, meets threshold
- **Yellow**: Caution, borderline
- **Red**: Bad, below threshold
- **Gray**: Inactive/neutral
---
## 🔧 SETTINGS GUIDE
### Tier Thresholds
| Setting | Default | Notes |
|---------|---------|-------|
| S-Tier | 50 pts | ~$250/contract |
| A-Tier | 25 pts | ~$125/contract |
| B-Tier | 12 pts | ~$60/contract |
### Sniper Filters
| Setting | Default | Notes |
|---------|---------|-------|
| Min Volume Ratio | 1.8x | Lower = more signals |
| Delta Dominance | 62% | Lower = more signals |
| Body Ratio | 70% | Higher = fewer, cleaner |
| Range Multiplier | 1.3x | Higher = fewer, bigger moves |
| CVD Confirm | On | Off = more signals |
### Recommended Configurations
**Conservative (3-4 trades/day):**
```
Min Confluence: 6
Volume Ratio: 2.0
Delta Threshold: 65%
Body Ratio: 75%
```
**Standard (5-7 trades/day):**
```
Min Confluence: 4
Volume Ratio: 1.8
Delta Threshold: 62%
Body Ratio: 70%
```
**Aggressive (7-10 trades/day):**
```
Min Confluence: 3
Volume Ratio: 1.5
Delta Threshold: 60%
Body Ratio: 65%
```
---
## ✓ ENTRY CHECKLIST
Before entering any trade:
1. ☐ Signal present (S🎯, A🎯, B🎯, or Z)
2. ☐ Session active (LDN, NY, or PWR)
3. ☐ Score ≥ 4 (preferably 6+)
4. ☐ Vol shows GREEN
5. ☐ Delta colored (not gray)
6. ☐ CVD arrow matches direction
7. ☐ Note stop/target lines
8. ☐ Execute at signal candle close
---
## ⛔ DO NOT TRADE
- Session shows "OFF"
- Score < 4
- Vol shows RED
- Delta gray (no dominance)
- Multiple conflicting signals
- Major news imminent (FOMC, NFP, CPI)
- Overnight session (11:30 PM - 3:00 AM ET)
---
## 🎯 POSITION SIZING
| Tier | Score | Size | Stop |
|------|-------|------|------|
| S (50+ pts) | 7+ | 100% | Below/above candle |
| A (25-49 pts) | 5-6 | 75% | Below/above candle |
| B (12-24 pts) | 4 | 50% | Below/above candle |
| Zone | Any | 50% | Beyond zone |
---
## 🚨 ALERTS
### Priority Alerts (Set These)
| Alert | Action |
|-------|--------|
| 🎯 S-TIER | Drop everything, check immediately |
| 🎯 A-TIER | Evaluate within 15 seconds |
| 🎯 B-TIER | Check if available |
| 🎯 ZONE | Good context entry |
### Info Alerts (Optional)
| Alert | Purpose |
|-------|---------|
| NEW BULL/BEAR FVG | Mark zones on mental map |
| SINGLE PRINT | Note for future S/R |
| SESSION OPEN | Prepare to trade |
---
## 📈 TRADE JOURNAL
```
DATE: ___________
SESSION: ☐ LDN ☐ NY ☐ PWR
TRADE:
├── Time: _______
├── Signal: S🎯 / A🎯 / B🎯 / Z
├── Direction: LONG / SHORT
├── Score: ___/10
├── Entry: _______
├── Stop: _______
├── Target: _______
├── In Zone: ☐ Yes ☐ No
├── Result: +/- ___ pts ($_____)
└── Notes: _______________________
DAILY:
├── Trades: ___
├── Wins: ___ | Losses: ___
├── Net P/L: $_____
└── Best setup: _______________________
```
---
## 🏆 GOLDEN RULES
> **"Wait for the session. Off-hours = noise."**
> **"Score 6+ is your edge. Anything less is gambling."**
> **"Zone + Tier = bread and butter combo."**
> **"One great trade beats five forced trades."**
> **"Leave every trade with money. YM gives you time."**
---
## 🔧 TROUBLESHOOTING
| Issue | Solution |
|-------|----------|
| No signals | Lower min score to 3-4 |
| Too many signals | Raise min score to 6+ |
| Zones cluttering | Reduce max zones to 8 |
| Missing sessions | Check timezone setting |
| Table not updating | Resize chart or refresh |
---
## 📝 TECHNICAL NOTES
- **Pine Script v6**
- **Works on**: YM, MYM, any Dow futures
- **Recommended TF**: 1-5 minute for day trading
- **Min TradingView Plan**: Free (no intrabar data required)
---
*© Alexandro Disla - YM Ultimate SNIPER v5*
*Clean Build | Proven Components Only*
SMC Statistical Liquidity Walls [PhenLabs]📊 SMC Statistical Liquidity Walls
Version: PineScript™ v6
📌 Description
The SMC Statistical Liquidity Walls indicator is designed to visualize market volatility and potential reversal zones using advanced statistical modeling. Unlike traditional Bollinger Bands that use simple lines, this script utilizes an “Inverted Sigmoid” opacity function to create a “fog of war” effect. This visualizes the density of liquidity: the further price moves from the equilibrium (mean), the “harder” the liquidity wall becomes.
This tool solves the problem of over-trading in low-probability areas. By automatically mapping “Premium” (Resistance) and “Discount” (Support) zones based on Standard Deviation (SD), traders can instantly see when price is overextended. The result is a clean, intuitive overlay that helps you identify high-probability mean reversion setups without cluttering your chart with manual drawings.
🚀 Points of Innovation
Inverted Sigmoid Logic: A custom mathematical function maps Standard Deviation to opacity, creating a realistic “wall” density effect rather than linear gradients.
Dynamic “Solidity”: The indicator is transparent at the center (Equilibrium) and becomes visually solid at the edges, mimicking physical resistance.
Separated Directional Bias: distinct Red (Premium) and Green (Discount) coding helps SMC traders instantly recognize expensive vs. cheap pricing.
Smart “Safe” Deviation: Includes fallback logic to handle calculation errors if deviation hits zero, ensuring the indicator never crashes during data gaps.
🔧 Core Components
Basis Calculation: Uses a Simple Moving Average (SMA) to determine the market’s equilibrium point.
Standard Deviation Zones: Calculates 1SD, 2SD, and 3SD levels to define the statistical extremes of price action.
Sigmoid Alpha Calculation: Converts the SD distance into a transparency value (0-100) to drive the visual gradient.
🔥 Key Features
Automated Premium/Discount Zones: Red zones indicate overbought (Premium) areas; Green zones indicate oversold (Discount) areas.
Customizable Density: Users can adjust the “Steepness” and “Midpoint” of the sigmoid curve to control how fast the walls become solid.
Integrated Alerts: Built-in alert conditions trigger when price hits the “Solid” wall (2SD or higher), perfect for automated trading or notifications.
Visual Clarity: The center of the chart remains clear (high transparency) to keep focus on price action where it matters most.
🎨 Visualization
Equilibrium Line: A gray line representing the mean price.
Gradient Fills: The space between bands fills with color that increases in opacity as it moves outward.
Premium Wall: Upper zones fade from transparent red to solid red.
Discount Wall: Lower zones fade from transparent green to solid green.
📖 Usage Guidelines
Range Period: Default 20. Controls the lookback period for the SMA and Standard Deviation calculation.
Source: Default Close. The price data used for calculations.
Center Transparency: Default 100 (Clear). Controls how transparent the middle of the chart is.
Edge Transparency: Default 45 (Solid). Controls the opacity of the outermost liquidity wall.
Wall Steepness: Default 2.5. Adjusts how aggressively the gradient transitions from clear to solid.
Wall Start Point: Default 1.5 SD. The deviation level where the gradient shift begins to accelerate.
✅ Best Use Cases
Mean Reversion Trading: Enter trades when price hits the solid 2SD or 3SD wall and shows rejection wicks.
Take Profit Targets: Use the Equilibrium (Gray Line) as a logical first target for reversal trades.
Trend Filtering: Do not initiate new long positions when price is deep inside the Red (Premium) wall.
⚠️ Limitations
Lagging Nature: As a statistical tool based on Moving Averages, the walls react to past price data and may lag during sudden volatility spikes.
Trending Markets: In strong parabolic trends, price can “ride” the bands for extended periods; mean reversion should be used with caution in these conditions.
💡 What Makes This Unique
Physics-Based Visualization: We treat liquidity as a physical barrier that gets denser the deeper you push, rather than just a static line on a chart.
🔬 How It Works
Step 1: The script calculates the mean (SMA) and the Standard Deviation (SD) of the source price.
Step 2: It defines three zones above and below the mean (1SD, 2SD, 3SD).
Step 3: The custom `get_inverted_sigmoid` function calculates an Alpha (transparency) value based on the SD distance.
Step 4: Plot fills are colored dynamically, creating a seamless gradient that hardens at the extremes to visualize the “Liquidity Wall.”
💡 Note
For best results, combine this indicator with Price Action confirmation (such as pin bars or engulfing candles) when price touches the solid walls.
Custom MTF VWAP 5x This is a combination of all VWAPs I use to find high probability trade setups and targets by only taking trades when different VWAPs align
Volume essential parameters overlayVolume EPO – Essential Volume Parameters Overlay
1. Motivation and design philosophy
Volume EPO is designed as a conceptual overlay rather than a self contained trading system. The main idea behind this script is to take complex, foundational market concepts out of heavy, menu driven strategies and express them as lightweight, independent layers that sit on top of any chart or indicator.
In many TradingView scripts, a single strategy tries to handle everything at once: signal logic, risk settings, visual cues, multi timeframe controls, and conceptual explanations. This usually leads to long input menus, performance issues, and difficult maintenance. The architectural approach behind Volume EPO is the opposite: keep the core strategy lean, and move the explanation and measurement of key concepts into dedicated overlays.
In this framework, Volume EPO is the base layer for the concept of volume. It does not decide anything about entries or exits. Instead, it exposes and clarifies how different definitions of volume behave candle by candle. Other layers or strategies can then build on top of this understanding.
2. What Volume EPO does
Volume EPO focuses on four essential volume parameters for each bar:
- Buy volume - Sell volume - Total volume - Delta volume (the difference between buy and sell volume)
The script presents these parameters in a compact heads up display (HUD) table that can be positioned anywhere on the chart. It is designed to be visually minimal, language aware, and usable on top of any other indicator or price action without cluttering the view.
The indicator does not output signals, alerts, arrows, or strategy entries. It is a descriptive and educational tool that shows how volume is distributed, not a prescriptive tool that tells the trader what to do.
3. Two definitions of volume
A central theme of this script is that there is more than one way to define and interpret “volume” inside a single candle. Volume EPO implements and clearly separates two different approaches:
- A geometric, candle based approximation that uses only OHLC and volume of the current bar. - An intrabar, data driven definition that uses lower timeframe up and down volume when it is available.
The user can switch between these modes via the calculation method input. The mode is prominently shown inside the on chart table so that the context is always explicit.
3.1 Geometry mode (Source File, approximate)
In Geometry mode, Volume EPO works only with the current bar’s OHLC values and total volume. No lower timeframe data is required.
The candle’s range is defined as high minus low. If the range is positive, the position of the close inside that range is used as a simple model for how volume might have been distributed between buyers and sellers:
- The closer the close is to the high, the more of the total volume is attributed to the buying side. - The closer the close is to the low, the more of the total volume is attributed to the selling side. - In a rare case where the bar has no price range (for example a flat or doji bar), total volume is split evenly between buy and sell volume.
From this model, the script derives:
- Buy volume (approximated) - Sell volume (approximated) - Total volume (as reported by the bar) - Delta volume as the difference between buy and sell volume
This approach is intentionally labeled as “Geometry (Approx)” in the HUD. It is a theoretical reconstruction based solely on the candle’s geometry and total volume, and it is always available on any market or timeframe that provides OHLCV data.
3.2 Intrabar mode (Precise)
In Intrabar mode, Volume EPO uses the TradingView built in library for up and down volume on a user selected lower timeframe. Instead of inferring volume from the shape of the candle, it reads the underlying lower timeframe data when that data is accessible.
The script requests up and down volume from a lower timeframe such as 15 seconds, using the official TA library functions. The results are then interpreted as follows:
- Buy volume is taken as the absolute value of the up volume. - Sell volume is taken as the absolute value of the down volume. - Total volume is the sum of buy and sell volume. - Delta volume is provided directly by the library as the difference between up and down volume.
If valid lower timeframe data exists for a bar, the bar is counted as covered by Intrabar data. If not, that bar is marked as invalid for this precise calculation and is excluded from the covered count.
This mode is labeled “Precise” in the HUD, together with the selected lower timeframe, because it is anchored in actual intrabar data rather than in a geometric model. It provides a closer view of how buying and selling pressure unfolded inside the bar, at the cost of requiring more data and being dependent on the availability of that data.
4. Coverage, lookback, and what the numbers mean
The top part of the HUD reports not only which volume definition is active, but also an additional line that describes the effective coverage of the data.
In Intrabar (Precise) mode, the script displays:
- “Scanned: N Bars”
Here, N counts how many bars since the indicator was loaded have successfully received valid lower timeframe delta data. It is a measure of how much of the visible history has been truly covered by intrabar information, not a lookback window in the sense of a rolling calculation.
In Geometry mode, the script displays:
- “Lookback: L Bars”
In this extracted layer, the lookback value L is purely descriptive. It does not change how the current bar’s volume is computed, and it is not used in any iterative or statistical calculation inside this script. It is meant as a conceptual label, for example to keep the volume layer consistent with a broader framework where lookback length is a structural parameter.
Summarizing these two fields:
- Scanned tells you how many bars have been processed using real intrabar data. - Lookback is a descriptive parameter in Geometry mode in this specific overlay, not a direct driver of the computations.
5. The HUD layout on the chart
The on chart table is intentionally compact and structured to be read quickly:
- Header: a title identifying the overlay as Volume EPO. - Mode line: explicitly states whether the script is in Precise or Geometry mode, and for Precise mode also shows the lower timeframe used. - Coverage line: - In Precise mode, it shows “Scanned: N Bars”. - In Geometry mode, it shows “Lookback: L Bars”. - Volume block: - A line for buy and sell volume, marked with clear directional symbols. - A line for total volume and the absolute delta, accompanied by the sign of the delta. - Numeric formatting uses human friendly suffixes (for example K, M, B) to keep the display readable. - Footer: the current symbol and a time stamp, adjusted by a user selectable timezone offset so that the HUD can be aligned with the trader’s local time reference.
The table can be positioned anywhere on the chart and resized via inputs, and it supports multiple color themes and languages in order to integrate cleanly into different chart layouts.
6. How to use Volume EPO in practice
Volume EPO is meant to be read together with price action and other tools, not in isolation. Typical uses include:
- Studying how often a strong directional candle is actually supported by dominant buy or sell volume. - Comparing the behavior of delta volume between Geometry and Intrabar definitions. - Building a personal intuition for how intrabar data refines or contradicts the simple candle based approximation. - Feeding these insights into separate, lean strategy scripts that do not need to carry the full explanatory logic of volume inside them.
Because it is an overlay layer, Volume EPO can be stacked with other custom indicators without adding new signals or complexity to their logic. It simply adds a clear and consistent view of volume behavior on top of whatever the trader is already watching.
7. Educational and non signalling nature
Finally, it is important to stress that Volume EPO is not a trading system, not a signal generator, and not financial advice. The script does not tell the user when to enter or exit. It only reports how different definitions of volume describe the current bar.
Deciding whether to trade, how to trade, and which risk parameters to use remains entirely with the user and with their own strategy. Volume EPO provides context and clarity around the concept of volume so that those decisions can be informed by a better understanding of how buying and selling pressure is structured inside each candle.
Note: Even on lower timeframes, every reconstruction of volume remains an approximation, except at the true single tick level. However, the closer the chosen lower timeframe is to a one tick stream, the more accurately it can reflect the underlying order flow and balance between buying and selling pressure.
MACD Momentum Structure & Volume Profile Sniper [MTF]**Description and Methodology**
This script offers a unique approach to Market Structure by moving away from traditional fractal-based highs and lows (which can be noisy). Instead, it utilizes **MACD Momentum Swings** to identify significant structural points, combined with an automated Fixed Range Volume Profile to pinpoint high-probability entry zones.
**1. Why MACD Structure? (The Core Concept)**
Traditional "ZigZag" or Fractal indicators rely solely on price action, often leading to fake-outs during low-volume consolidation.
* This script defines a "Swing High" only when the MACD Histogram crosses below zero (Momentum shifts Bearish).
* This script defines a "Swing Low" only when MACD crosses above zero (Momentum shifts Bullish).
By linking structure to momentum, we filter out weak price movements and focus on the true "heartbeat" of the trend.
**2. The "Mashup" Synergy: Structure + Volume + Logic**
This is not a random combination of indicators. Each component serves a specific step in the trading execution sequence:
* **Step 1 (Structure):** The script identifies a Change of Character (CHoCH) based on the MACD peaks described above.
* **Step 2 (Liquidity/Value):** When a CHoCH occurs, the script *automatically* draws a **Fixed Range Volume Profile (FRVP)** specifically covering the impulse leg that caused the break. This reveals the "Point of Control" (POC)—the hidden price level where the most volume occurred during the move.
* **Step 3 (The Sniper Entry):** The script creates a "Zone" around that POC. It then waits for Price to retrace into this zone.
* **Step 4 (Confirmation):** Once the zone is touched, the script monitors a lower timeframe (User selectable, default M1) for a fresh MACD crossover to trigger the final entry signal.
**Features**
* **Multi-Timeframe Dashboard:** Monitor the MACD Trend direction across 4 different timeframes simultaneously.
* **Dynamic Trendlines:** Automatically connects confirmed MACD peaks to visualize trend integrity.
* **Fibo Time Zones:** Projects potential future pivot points based on the duration of the previous swing.
* **Alert System:** Integrated alerts for Zone Touches and "Sniper" entries (Zone Touch + LTF Momentum Confirmation).
**How to Use**
1. **Identify Trend:** Look for the CHoCH labels. Green indicates a shift to Bullish, Red to Bearish.
2. **Wait for Pullback:** Do not chase the break. Wait for price to return to the Yellow POC Zone generated by the Volume Profile.
3. **Entry Trigger:** Watch for the "BUY" or "SELL" marks. These appear only when price hits the zone AND the lower-timeframe momentum aligns with the trade direction.
**Settings & Inputs**
* **Global MACD:** Adjust the sensitivity of the swing detection (Default 12, 26, 9).
* **Sniper Entry:** Select the timeframe used for the final confirmation (e.g., use M1 confirmation for an H1 chart structure).
* **VP Settings:** Customize how the Volume Profile looks on the chart.
*Disclaimer: This script is intended for educational purposes and market analysis. It does not provide financial advice.*
Macros+AMD [NW]Macros + AMD - Daily & Weekly Time-Based Analysis
Multi-timeframe AMD (Accumulation, Manipulation, Distribution) visualization with ICT Macro timing windows for time-based market analysis.
Overview
This indicator visualizes the AMD (Accumulation, Manipulation, Distribution) framework on both daily and weekly timeframes, combined with ICT Macro timing windows. It is designed as an educational tool to help traders study time-based market structure and algorithmic price delivery concepts.
The AMD model is based on the idea that markets move through distinct phases within each trading period:
Accumulation (A) - Initial range formation, liquidity building
Manipulation (M) - False moves to trap traders, liquidity sweeps
Distribution (D) - True directional move, price delivery to targets
What This Indicator Displays
Daily AMD Phases
Displays the intraday AMD cycle based on New York trading hours:
A Phase (Blue): 4:00 AM - 8:35 AM EST — Morning accumulation, Asian/London overlap
M Phase (Red): 8:35 AM - 11:25 AM EST — NY session manipulation, news events
D Phase (Green): 11:25 AM - 4:00 PM EST — Afternoon distribution and price delivery
Weekly AMD Phases
Displays the weekly AMD cycle from Monday to Monday:
A Phase: Monday 00:00 - Tuesday 21:56 EST — Weekly high/low formation begins
M Phase: Tuesday 21:56 - Thursday 02:04 EST — Mid-week reversal zone
D Phase: Thursday 02:04 - Monday 00:00 EST — Weekly price delivery
Inner M Phase Fibs
When enabled, subdivides the M (Manipulation) phase using Fibonacci levels:
0.382 level — Inner accumulation ends
0.500 level — Mid-point of manipulation
0.618 level — Inner distribution begins
This helps identify potential reversal points within the manipulation phase.
ICT Macro Windows
Horizontal lines marking the XX:42 to XX:15 macro periods (33-minute windows):
2:42 - 3:15 AM
3:42 - 4:15 AM (London)
7:42 - 8:15 AM
8:42 - 9:15 AM
9:42 - 10:15 AM (Prime AM session)
10:42 - 11:15 AM
11:42 - 12:15 PM
12:42 - 1:15 PM
1:42 - 2:15 PM
2:42 - 3:15 PM
These windows represent times when algorithmic price delivery is more likely to occur.
How To Use
Understanding the AMD Framework
During the A Phase:
Observe range formation and initial liquidity pools
Note the high and low established during this phase
Wait for manipulation before committing to direction
During the M Phase:
Watch for false breakouts and stop hunts
Look for reversal patterns after liquidity sweeps
The inner fibs (0.382, 0.5, 0.618) can help time entries within this phase
Mid-week (Wednesday) often sees key reversals on weekly AMD
During the D Phase:
This is typically when the true move occurs
Price tends to deliver toward draw on liquidity targets
The direction is often opposite to the manipulation move
Using the Macro Windows
The XX:42 to XX:15 windows are times to pay attention to price action:
These 33-minute periods often see increased algorithmic activity
Look for displacement, fair value gaps, or order blocks forming
The 9:42-10:15 AM window is considered particularly significant for NY session
Weekly Day Labels
Monday/Tuesday: "H/L of Week" — Watch for weekly high or low formation
Wednesday: "Reversal Day" — Mid-week reversal probability increases
Thursday/Friday: "Reversal Day" — Continuation or secondary reversal
Settings Guide
Main Settings
Timezone: Set to your broker's timezone or preferred timezone
Macros On Top: Toggle macro lines above or below AMD boxes
Show All Text Labels: Master toggle for all text (turn off for clean charts on HTF)
Daily/Weekly AMD
Show: Enable/disable the AMD visualization
Opacity: Adjust transparency of the phase boxes (higher = more transparent)
AMD Colors
Customize colors for each phase (A, M, D)
Default: Blue (A), Red (M), Green (D)
Inner M Style
Customize the inner M phase fib lines and text colors
Default: Black lines for clean visibility
Macro Settings
Adjust macro line color and thickness
Toggle individual macro windows on/off
Important Notes
This indicator is for educational purposes and time-based analysis
It does not provide buy/sell signals
Always use in conjunction with proper price action analysis
Past price behavior during these time windows does not guarantee future results
The AMD framework is one lens for viewing market structure — use it as part of a complete methodology
Credits
This indicator is based on concepts taught by ICT (Inner Circle Trader) and the broader Smart Money Concepts community. The AMD framework, macro timing windows, and weekly profile concepts are derived from this educational methodology.
Timeframe Recommendations
Best viewed on 1-minute to 15-minute charts
Text labels automatically hide on 9-minute and higher timeframes for cleaner visualization
Indicator hides completely on 1-hour and higher timeframes
Changelog
v1.0 - Initial release
Daily AMD phases (4am-4pm EST)
Weekly AMD phases (Monday-Monday)
Inner M phase Fibonacci subdivisions
10 ICT Macro timing windows
Full customization options
Automatic 9-day cleanup
YM Ultimate SNIPER# YM Ultimate SNIPER - Documentation & Trading Guide
## 🎯 Unified GRA + DeepFlow | YM-Optimized for Low Volatility
**TARGET: 3-7 High-Confluence Trades per Day**
> **Philosophy:** *YM's lower volatility is not a weakness—it's our edge. Predictability + precision = consistent profits.*
---
## ⚡ QUICK REFERENCE CARD
```
┌─────────────────────────────────────────────────────────────────────────────┐
│ YM ULTIMATE SNIPER - QUICK REFERENCE │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 💰 YM BASICS: │
│ ═════════════ │
│ • 1 tick = 1 point = $5/contract │
│ • Typical daily range: 150-400 points │
│ • 30-40% less volatile than NQ │
│ • More institutional, less retail noise │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🎯 TIER THRESHOLDS (YM-OPTIMIZED): │
│ ══════════════════════════════════ │
│ S-TIER: 50+ pts = $250+/contract → HOLD (Institutional sweep) │
│ A-TIER: 25-49 pts = $125-245/contract → SWING (Strong momentum) │
│ B-TIER: 12-24 pts = $60-120/contract → SCALP (Quick grab) │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ⏰ SESSION WINDOWS: │
│ ═══════════════════ │
│ LDN → 3:00-5:00 AM ET (European flow) │
│ NY → 9:30-11:30 AM ET (US opening drive) │
│ PWR → 3:00-4:00 PM ET (End-of-day rebalancing) │
│ │
│ Expected Trades: 1-2 LDN | 2-3 NY | 1-2 PWR = 4-7 total │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 📊 CONFLUENCE SCORING (MAX 10 POINTS): │
│ ═══════════════════════════════════════ │
│ Tier Signal: S=3, A=2, B=1 points │
│ In Active Zone: +2 points │
│ POC Aligned: +1 point (POC at body extreme) │
│ Imbalance Support:+1 point (supporting IMB nearby) │
│ Strong Volume: +1 point (2x+ average) │
│ Strong Delta: +1 point (70%+ dominance) │
│ CVD Momentum: +1 point (CVD trending with signal) │
│ │
│ MINIMUM SCORE: 5/10 to show signal (adjustable) │
│ IDEAL SCORE: 7+/10 for highest probability │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🚨 SIGNAL TYPES: │
│ ═════════════════ │
│ S🎯 / A🎯 / B🎯 → GRA Tier Signals (Full confluence) │
│ Z🎯 → Zone Entry (At DFZ zone + delta + volume) │
│ SP → Single Print (Institutional impulse) │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ✓ ENTRY CHECKLIST: │
│ ═══════════════════ │
│ □ Signal appears (check Score ≥5) │
│ □ Session active (LDN!/NY!/PWR!) │
│ □ Table: Vol GREEN, Delta colored, Body GREEN │
│ □ CVD arrow (▲/▼) matches direction │
│ □ Note stop/target lines on chart │
│ □ Check Zone status (bonus if IN ZONE) │
│ □ Execute at signal candle close │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ 🎯 POSITION SIZING BY TIER: │
│ ═══════════════════════════ │
│ S-TIER (50+ pts): Full size, hold 2-5 min, target 2.5:1 R:R │
│ A-TIER (25-49): 75% size, hold 1-3 min, target 2.0:1 R:R │
│ B-TIER (12-24): 50% size, hold 30-90 sec, target 1.5:1 R:R │
│ │
├─────────────────────────────────────────────────────────────────────────────┤
│ │
│ ⛔ DO NOT TRADE WHEN: │
│ ════════════════════ │
│ ✗ Session shows "---" │
│ ✗ Score < 5/10 │
│ ✗ Vol shows RED (<1.8x) │
│ ✗ Delta < 62% │
│ ✗ Multiple conflicting signals │
│ ✗ Just before major news (FOMC, NFP, etc.) │
│ │
└─────────────────────────────────────────────────────────────────────────────┘
```
---
## 📋 WHY YM? LEVERAGING LOW VOLATILITY
### The YM Advantage
Most traders avoid YM because "it doesn't move enough." This is precisely why it's perfect for precision scalping:
| Factor | NQ | YM | Advantage |
|--------|----|----|-----------|
| **Daily Range** | 300-600 pts | 150-400 pts | More predictable moves |
| **Tick Value** | $5/tick (4 ticks/pt) | $5/tick (1 tick/pt) | Simpler math |
| **Retail Noise** | High | Low | Cleaner signals |
| **Whipsaws** | Frequent | Rare | Fewer fakeouts |
| **Trend Persistence** | Short | Long | Easier holds |
| **Fill Quality** | Variable | Consistent | Better execution |
### Why 3-7 Trades is the Sweet Spot
```
YM SESSION BREAKDOWN:
════════════════════
LONDON (3-5 AM ET): 1-2 trades
├── Why: European institutions positioning for US open
├── Character: Slow build-up, clean trends
└── Best signals: Zone entries + A/B tier
NY OPEN (9:30-11:30 AM ET): 2-3 trades
├── Why: Highest volume, most institutional activity
├── Character: Initial balance formation, breakouts
└── Best signals: S/A tier, zone confluence
POWER HOUR (3-4 PM ET): 1-2 trades
├── Why: End-of-day rebalancing, MOC orders
├── Character: Mean reversion or trend acceleration
└── Best signals: Zone entries, B tier quick scalps
TOTAL: 4-7 high-quality setups per day
```
---
## 🔧 YM-SPECIFIC OPTIMIZATIONS
This unified indicator has been specifically tuned for YM's characteristics:
### Tier Thresholds
| Tier | NQ (Original) | YM (Optimized) | Rationale |
|------|---------------|----------------|-----------|
| S-Tier | 100 pts | **50 pts** | YM's daily range is ~50% of NQ |
| A-Tier | 50 pts | **25 pts** | Proportional scaling |
| B-Tier | 20 pts | **12 pts** | Still 5%+ of typical daily range |
### Filter Adjustments
| Filter | NQ Value | YM Value | Why |
|--------|----------|----------|-----|
| Volume Ratio | 1.5x | **1.8x** | Higher bar = less retail noise |
| Delta Threshold | 60% | **62%** | Tighter for cleaner signals |
| Body Ratio | 70% | **72%** | More conviction required |
| Range Multiplier | 1.3x | **1.4x** | Bigger move = real signal |
| Gap ATR% | 30% | **25%** | Smaller gaps still significant |
| Zone Age | 50 bars | **75 bars** | Zones last longer in slow market |
### Why These Changes Work
1. **Higher Volume Bar**: YM has more institutional flow. Requiring 1.8x volume ensures we're catching real moves, not retail chop.
2. **Tighter Delta**: With less noise, we can demand clearer buyer/seller dominance before entering.
3. **Longer Zone Life**: YM trends persist longer. A zone that would be stale in NQ is still viable in YM.
4. **Smaller Gap Threshold**: YM gaps are naturally smaller. 25% of ATR in YM is significant institutional activity.
---
## 📊 CONFLUENCE SCORING SYSTEM
The unified indicator uses a 10-point confluence scoring system to filter for only the highest-probability setups:
### Score Breakdown
```
CONFLUENCE SCORE CALCULATION:
═════════════════════════════
BASE POINTS (Tier):
├── S-Tier signal: +3 points
├── A-Tier signal: +2 points
└── B-Tier signal: +1 point
BONUS POINTS:
├── Inside Active Zone (DFZ): +2 points
│ └── Price within bull/bear zone = institutional level
│
├── POC Alignment: +1 point
│ └── POC at body extreme = strong conviction
│
├── Imbalance Support: +1 point
│ └── Supporting imbalance within 1 ATR
│
├── Strong Volume (2x+): +1 point
│ └── Exceptional institutional participation
│
├── Strong Delta (70%+): +1 point
│ └── Clear one-sided aggression
│
└── CVD Momentum: +1 point
└── CVD trending with signal direction
MAXIMUM POSSIBLE: 10 points
```
### Score Interpretation
| Score | Quality | Action | Expected Win Rate |
|-------|---------|--------|-------------------|
| 8-10 | 🥇 Elite | Full size, hold for target | 75-80% |
| 6-7 | 🥈 Strong | Standard size, manage actively | 65-70% |
| 5 | 🥉 Valid | Reduced size, quick scalp | 55-60% |
| <5 | ⚫ Filtered | No signal shown | N/A |
### Adjusting Minimum Score
- **Conservative (Score ≥6)**: Fewer trades, higher win rate
- **Standard (Score ≥5)**: Balanced approach, 3-7 trades/day
- **Aggressive (Score ≥4)**: More trades, requires active management
---
## 📐 SIGNAL TYPES EXPLAINED
### 1. GRA Tier Signals (S🎯, A🎯, B🎯)
These are the primary signals from the merged GRA system:
```
TIER SIGNAL REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Point movement meets tier threshold
├── ✓ Volume ≥ 1.8x average
├── ✓ Delta ≥ 62% (buy or sell dominance)
├── ✓ Body ≥ 72% of candle range
├── ✓ Range ≥ 1.4x average
├── ✓ Small opposite wick (<50% of body)
├── ✓ CVD confirms direction (if enabled)
├── ✓ Active session (LDN/NY/PWR)
└── ✓ Confluence Score ≥ minimum (default 5)
```
### 2. Zone Entry Signals (Z🎯)
When price enters a DeepFlow zone with confirmation:
```
ZONE ENTRY REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Price inside fresh/tested zone (not broken)
├── ✓ Delta ≥ 62% in zone direction
├── ✓ Volume ≥ 1.5x average
└── ✓ Active session
NOTE: Z🎯 only appears when NOT already showing tier signal
(prevents duplicate signals on same candle)
```
### 3. Single Print Markers (SP)
Mark institutional impulse candles for future S/R:
```
SINGLE PRINT REQUIREMENTS:
═══════════════════════════
ALL must be TRUE:
├── ✓ Range ≥ 1.6x average
├── ✓ Body ≥ 72% of range
├── ✓ Volume ≥ 1.8x average
├── ✓ Delta ≥ 62% confirms direction
└── ✓ Active session
USE: Horizontal lines at high/low act as future S/R
```
---
## 🎯 TRADING STRATEGIES
### Strategy 1: Zone + Tier Confluence (Highest Probability)
```
THE ULTIMATE YM SETUP:
═══════════════════════
Setup:
1. Active DeepFlow zone exists (green box below for long)
2. Price pulls back INTO the zone
3. Tier signal fires INSIDE the zone (S🎯/A🎯)
4. Score shows 7+/10
Entry: Signal candle close
Stop: Below zone bottom (for longs)
Target: Based on tier (1.5-2.5:1 R:R)
Why It Works:
• Zone = institutional limit orders
• Tier signal = momentum confirmation
• Double confirmation = high probability
Expected Win Rate: 70-75%
```
### Strategy 2: Pure Tier Signal with POC Stop
```
SNIPER TIER TRADE:
══════════════════
Setup:
1. Tier signal appears (preferably A or S)
2. Score ≥ 5/10
3. Note POC level on signal candle
4. Red/green stop/target lines appear
Entry: Signal candle close
Stop: Beyond POC (shown on chart)
Target: Auto-calculated based on tier
Key: POC placement matters
• POC near candle bottom (longs) = STRONG
• POC in middle = weaker signal
• POC at extreme = possible exhaustion
Expected Win Rate: 60-65%
```
### Strategy 3: Zone Bounce (Continuation)
```
ZONE BOUNCE TRADE:
══════════════════
Setup:
1. Fresh zone created during session
2. Price leaves zone, moves in zone direction
3. Price returns to test zone (within 15 bars)
4. Z🎯 signal appears or rejection candle forms
Entry: At CE line (middle of zone)
Stop: Beyond zone edge
Target: Previous swing high/low
Why It Works:
• Zones represent unfilled orders
• First retest often finds support/resistance
• Lower volatility = cleaner bounces
Expected Win Rate: 55-60%
```
### Strategy 4: Single Print Scalp
```
SINGLE PRINT SCALP:
═══════════════════
Setup:
1. Single Print (SP) marker appears
2. Note the gold/purple lines at high/low
3. Wait for price to return to SP level
4. Look for rejection or tier signal at level
Entry: At SP line with confirmation
Stop: Beyond the SP line
Target: Quick 1:1 or to next structure
Why It Works:
• SP = price moved too fast, orders unfilled
• Price often returns to "fill" these levels
• YM's slower pace makes retests likely
Expected Win Rate: 55-60%
```
---
## 📊 TABLE LEGEND
| Field | Reading | Color Meaning |
|-------|---------|---------------|
| **Pts** | Current candle points | Gold/Green/Yellow = Tiered |
| **Tier** | S/A/B/X | Tier color or white |
| **Vol** | Volume ratio | 🟢 ≥1.8x, 🔴 <1.8x |
| **Delta** | Buy/Sell % | 🟢 Buy dom, 🔴 Sell dom |
| **Body** | Body % of range | 🟢 ≥72%, 🔴 <72% |
| **CVD** | Trend direction | ▲ Bullish, ▼ Bearish |
| **Sess** | Active session | 🟡 LDN!/NY!/PWR!, ⚫ --- |
| **POC** | Point of Control | 🟡 Gold price level |
| **Zone** | Zone position | 🟢 BUY⬚, 🔴 SELL⬚, ⚫ --- |
| **Zones** | Active zone count | #B/#S format |
| **Score** | Confluence score | 🟢 7+, 🟡 5-6, ⚫ <5 |
| **IMB** | Recent imbalances | Count in last 10 bars |
| **R:R** | Risk/Reward | 🟢 On signal, ⚫ No signal |
---
## ⏰ SESSION-SPECIFIC PLAYBOOKS
### London Session (3:00-5:00 AM ET)
```
CHARACTER: Slow, methodical, trend-building
VOLUME: Medium (50-70% of NY)
BEST SETUPS: Zone entries, A/B tier with zones
PLAYBOOK:
• Enter on zone retests
• Expect 15-25 pt moves
• Don't fight early direction
• Watch for pre-NY positioning
TYPICAL TRADES: 1-2
```
### NY Open (9:30-11:30 AM ET)
```
CHARACTER: Fast, volatile, high-conviction
VOLUME: Highest of day
BEST SETUPS: S/A tier, zone confluence
PLAYBOOK:
• First 15 min: Observe Initial Balance
• 9:45-10:15: Best setups form
• S-tier signals = ride the wave
• Be aggressive on high scores
TYPICAL TRADES: 2-3
```
### Power Hour (3:00-4:00 PM ET)
```
CHARACTER: Rebalancing, MOC orders
VOLUME: Medium-high (70-80% of NY)
BEST SETUPS: B tier scalps, zone entries
PLAYBOOK:
• Watch for mean reversion setups
• Quick scalps around POC levels
• Don't hold through close
• Take profits at 1:1 R:R
TYPICAL TRADES: 1-2
```
---
## 🔧 RECOMMENDED SETTINGS
### Conservative (Fewer, Better Trades)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 6 | Only strong setups |
| Min Volume Ratio | 2.0 | Higher bar |
| Delta Threshold | 65% | Stricter dominance |
| Max Zones | 8 | Less clutter |
### Standard (Balanced)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 5 | Default |
| Min Volume Ratio | 1.8 | Default |
| Delta Threshold | 62% | Default |
| Max Zones | 12 | Default |
### Aggressive (More Opportunities)
| Setting | Value | Notes |
|---------|-------|-------|
| Min Confluence Score | 4 | More signals |
| Min Volume Ratio | 1.5 | Lower bar |
| Delta Threshold | 60% | Looser |
| Max Zones | 15 | More context |
---
## 🚨 ALERT SETUP
Configure these alerts in TradingView:
| Alert | Priority | Action |
|-------|----------|--------|
| 🎯 YM S-TIER LONG/SHORT | 🔴 CRITICAL | Drop everything, check immediately |
| 🎯 YM A-TIER LONG/SHORT | 🟠 HIGH | Evaluate within 15 seconds |
| 🎯 YM B-TIER LONG/SHORT | 🟡 MEDIUM | Check if available |
| 🎯 YM ZONE BUY/SELL | 🟢 STANDARD | Good context entry |
| 📦 NEW ZONE | 🔵 INFO | Mark on mental map |
| ⭐ SINGLE PRINT | 🔵 INFO | Note for future S/R |
| SESSION OPEN | ⚪ INFO | Prepare to trade |
### Alert Message Format
```
🎯 YM A-LONG | YM1! @ 42,150 | 68%B | Score: 7/10 | IN ZONE | POC: 42,125 | Stop: 42,098 | SWING
```
---
## ⚠️ COMMON MISTAKES TO AVOID
| Mistake | Why It's Bad | Solution |
|---------|-------------|----------|
| Trading outside sessions | Low volume = noise | Wait for LDN/NY/PWR |
| Ignoring score | Low scores = low probability | Require ≥5/10 |
| Fighting the zone | Zones are institutional | Trade WITH zones |
| Oversizing B-tier | Quick scalps, not holds | 50% size max |
| Holding through news | Volatility spike | Exit before FOMC, NFP |
| Chasing after signal | Entry on close only | Miss it = wait for next |
| Ignoring POC position | Middle POC = indecision | Strong = extreme POC |
---
## 📈 DAILY TRADE JOURNAL TEMPLATE
```
DATE: ___________
SESSION: □ LDN □ NY □ PWR
TRADE 1:
├── Time: _______
├── Signal: S🎯 / A🎯 / B🎯 / Z🎯
├── Score: ___/10
├── Entry: _______
├── Stop: _______
├── Target: _______
├── In Zone: □ Yes □ No
├── Result: +/- ___ pts ($_____)
└── Notes: _______________________
TRADE 2:
DAILY SUMMARY:
├── Total Trades: ___
├── Win Rate: ___%
├── Net P/L: $_____
├── Best Setup: _______
└── Improvement: _______________________
```
---
## 🏆 GOLDEN RULES FOR YM
> **"YM rewards patience. Wait for the confluence—it's worth it."**
> **"Low volatility means you can size up. One good trade beats five forced trades."**
> **"Score 7+ is your edge. Anything less is gambling."**
> **"The zone + tier combo is your bread and butter. Master it."**
> **"Leave every trade with money. YM gives you time to manage."**
---
## 📊 VISUAL GUIDE
```
PERFECT YM SNIPER SETUP:
═══════════════════════════════════════════════════════════════════
│ Current Price
│
┌─────────────────────────┴────────────────────────────┐
│ BEARISH ZONE (Red) │
│- - - - - - - CE Line (Entry for shorts) - - - - - - │
│ │
└──────────────────────────────────────────────────────┘
│
══════════════════╪══════════════════ SP High (Purple)
│
┌─────────────────────┤
│█████████████████████│ ← A🎯 LONG Signal
│█████████████████████│ Score: 8/10
│ ●──────────────────│ ← POC (Gold) near bottom = STRONG
│█████████████████████│
│█████████████████████│
└─────────────────────┤
│
══════════════════╪══════════════════ SP Low (Purple)
│
┌─────────────────────────┴────────────────────────────┐
│ BULLISH ZONE (Green) │
│- - - - - - - CE Line (Entry for longs) - - - - - - -│
│██████████████████████████████████████████████████████│
└──────────────────────────────────────────────────────┘
│
Stop Loss
CONFLUENCE CHECK:
✓ A-Tier signal (+2)
✓ At edge of bullish zone (+2)
✓ POC at bottom of candle (+1)
✓ Strong volume 2.3x (+1)
✓ Delta 72% buyers (+1)
✓ CVD bullish (+1)
TOTAL: 8/10 = ELITE SETUP
ACTION: Full size LONG at signal candle close
STOP: Below zone bottom
TARGET: 2:1 R:R (auto-calculated)
```
---
## 🔧 TROUBLESHOOTING
| Issue | Cause | Fix |
|-------|-------|-----|
| No signals appearing | Score too high | Lower min score to 4-5 |
| Too many signals | Score too low | Raise min score to 6+ |
| Zones cluttering chart | Max zones high | Reduce to 8-10 |
| POC not showing | Tiered filter on | Check "POC Only Tiered" |
| Session not highlighting | Wrong timezone | Verify timezone setting |
| Alerts not firing | Not configured | Set up in TradingView alerts |
---
## 📝 PINE SCRIPT V6 TECHNICAL NOTES
This indicator uses advanced features:
- **User Defined Types (UDT)**: Clean state management for zones/imbalances
- **`request.security_lower_tf()`**: Intrabar volume analysis
- **Dynamic Array Management**: Efficient memory for drawings
- **Confluence Scoring Engine**: Multi-factor signal qualification
- **Auto Stop/Target**: Dynamic risk management calculation
**Minimum TradingView Plan:** Pro (for intrabar data access)
---
*© Alexandro Disla - YM Ultimate SNIPER*
*Pine Script v6 | TradingView*
*Unified GRA v5 + DeepFlow Zones | YM-Optimized*
VB Sigma Smart Momentum IndicatorVB Sigma Smart Momentum Indicator (VBSSMI)
The VBSSMI provides a consolidated decision-support framework that surfaces market participation, trend integrity, and liquidity conditions in a single visual environment. The tool integrates four analytical modules: MCDX Flow Mapping, Donchian Regime Layers, Banker Flow Modeling, and Chop Zone Trend Classification. Together, these components convert raw price movement into an actionable interpretation of who is in control, whether momentum is durable, and what phase the instrument is currently cycling through.
How to Use the Indicator (Practical Workflow)
1. Start with Institutional / Banker Flow (Pink/Red/Yellow/Green Candles)
This is the primary signal layer. It tells you when high-capacity participants are increasing, reducing, or reversing risk.
Yellow Candle — Entry Bias
Indicates a potential institutional initiation when their trend metric crosses above their accumulation threshold.
Operational signal: instrument enters “monitor for entry” state.
Green Candle — Accumulation State
Fund-trend > bullbearline.
Operational signal: trend integrity improving; pullbacks are generally buyable.
White Candle — Distribution / Cooling
Fund-trend weakening but not broken.
Operational signal: tighten stops; momentum deteriorating.
Red Candle — Exit / Trend Failure
Fund-trend < bullbearline.
Operational signal: momentum regime invalidated; avoid long risk.
Blue Candle — Weak Rebound
A temporary uptick within broader weakness.
Operational signal: do not mistake this for a durable reversal.
2. Validate alignment with Flow Chips (Retail / Trader / Institutional)
These three flow columns (MCDX layers) answer: who is actually participating?
Retailer Flow (Locked Chips – Green)
High values imply retail conviction, often late-cycle.
Good for confirming trend strength, not timing entries.
Trader Zone Flow (Float Chips – Yellow)
When this spikes, volatility and tactical positioning increase.
Signal: strong short-term engagement, supports breakout/trend continuation.
Institutional Flow (Profitable Chips – Red/Pink)
This is the “true north” of momentum.
Rising values = institutions controlling price discovery.
Signal: long setups have statistical tailwind.
The operational guidance is straightforward:
Institutional Flow > Trader Flow > Retail Flow
is the healthiest configuration for sustainable upside momentum.
3. Confirm Breakout / Breakdown Conditions with Donchian Regime Columns
The vertical Donchian stack illustrates trend regime in a time-compressed format.
Bright Blue/Cyan
Structure expanding upward (breakout cluster).
Dark Purple/Red
Structure breaking downward (breakdown cluster).
Mixed Columns
Transitional or indecisive conditions.
Interpret it as a “momentum backdrop”:
If Donchian columns and Banker Flow candles disagree, avoid entries.
4. Consult the Chop Zone Strip Before Committing Capital
The Chop Zone uses EMA angle to determine whether the market is trending or congested.
Greens/Blues → Trend phase (favorable environment for continuation trades).
Yellows/Oranges/Reds → High noise probability; expect false signals.
Operationally:
Never enter breakout setups during yellow/orange/red chop.
5. Final Decision Framework (Checklist)
A long setup typically requires:
Green or Yellow Banker Flow Candle
Institutional Flow rising
Donchian columns in bullish regime colors
Chop Zone in a trend color (not red/yellow/orange)
A short setup is the exact inverse.
Recommended Use Cases
Momentum trading
Swing position building
Institutional-flow confirmation
Trend-filtering before deploying breakout systems
Screening for strong/weak symbols in multi-asset rotation strategies
Bollinger Bands Delta Matrix Analytics [BDMA] Bollinger Bands Delta Matrix Analytics (BDMA) v7.0
Deep Kinetic Engine – 5x8 Volatility & Delta Decision Matrix
1. Introduction & Concept
Bollinger Bands Delta Matrix Analytics (BDMA) v7.0 is an analytical framework that merges:
- Spatial analysis via Bollinger Bands (%B location),
- with a 4-factor Deep Kinetic Engine based on:
• Total Volume
• Buy Volume
• Sell Volume
• Delta (Buy – Sell) Z-Scores
and converts them into an expanded 5×8 decision matrix that continuously tracks where price is trading and how the underlying orderflow is behaving.
BDMA is not a trading system or strategy. It does not generate entry/exit signals.
Instead, it provides a structured contextual map of volatility, volume, and delta so traders can:
- identify climactic extensions vs. fakeouts,
- distinguish strong initiative moves vs. passive absorption,
- and detect squeezes, traps, and liquidity voids with a unified visual dashboard.
2. Spatial Engine – Bollinger S-States (S1–S5)
The spatial dimension of BDMA comes from classic Bollinger Bands.
Price location is expressed as Percent B (%B) and mapped into 5 spatial states (S-States):
S1 – Hyper Extension (Above Upper Band)
Price has pushed beyond the upper Bollinger Band.
Often associated with parabolic or blow-off behavior, late-stage momentum, and elevated reversal risk.
S2 – Resistance Test (Upper Zone)
Price trades in the upper Bollinger region but remains inside the bands.
Represents a sustained test of resistance, typically within an established or emerging uptrend.
S3 – Neutral Zone (Middle)
Price hovers around the mid-band.
This is the mean reversion gravity field where the market often consolidates or transitions between regimes.
S4 – Support Test (Lower Zone)
Price trades in the lower Bollinger region but inside the bands.
Represents a sustained test of support within range or downtrend structures.
S5 – Hyper Drop (Below Lower Band)
Price extends below the lower Bollinger Band.
Often aligned with panic, forced liquidations, or capitulation-type behavior, with increased snap-back risk.
These 5 S-States define the vertical axis (rows) of the BDMA matrix.
3. Deep Kinetic Engine – 4-Factor Z-Score & D-States (D1–D8)
The Deep Kinetic Engine transforms raw volume and delta into standardized Z-Scores to measure how abnormal current activity is relative to its recent history.
For each bar:
- Raw Buy Volume is estimated from the candle’s position within its range
- Raw Sell Volume is complementary to buy volume
- Raw Delta = Buy Volume – Sell Volume
- Total Volume = Buy Volume + Sell Volume
These 4 series are then normalized using a unified Z-Score lookback to produce:
1. Z_Vol_Total – overall activity and liquidity intensity
2. Z_Vol_Buy – aggression from buyers (attack)
3. Z_Vol_Sell – aggression from sellers (defense or attack)
4. Z_Delta – net victory of one side over the other
Thresholds for Extreme, Significant, and Neutral Z-Score levels are fully configurable, allowing you to tune the sensitivity of the kinetic states.
Using Z_Vol_Total and Z_Delta (plus threshold logic), BDMA assigns one of 8 Deep Kinetic states (D-States):
D1 – Climax Buy
Extreme Total Volume + Extreme Positive Delta → Buying climax or blow-off behavior.
D2 – Strong Buy
High Volume + High Positive Delta → Confirmed bullish initiative activity.
D3 – Weak Buy / Fakeout
Low Volume + High Positive Delta → Bullish delta without commitment, low-liquidity breakout risk.
D4 – Absorption / Conflict
High Volume + Neutral Delta → Aggressive two-way trade, strong absorption, war zone behavior.
D5 – Neutral
Low Volume + Neutral Delta → Low-energy environment with low conviction.
D6 – Weak Sell / Fakeout
Low Volume + High Negative Delta → Bearish delta without commitment, low-liquidity breakdown risk.
D7 – Strong Sell
High Volume + High Negative Delta → Confirmed bearish initiative activity.
D8 – Capitulation
Extreme Volume + Extreme Negative Delta → Panic selling or capitulation regime.
These 8 D-States define the horizontal axis (columns) of the BDMA matrix.
4. The 5×8 BDMA Decision Matrix
The core of BDMA is a 5×8 matrix where:
- Rows (1–5) = Spatial S-States (S1…S5)
- Columns (1–8) = Kinetic D-States (D1…D8)
Each of the 40 possible combinations (SxDy) is pre-computed and mapped to:
- a Status or Regime Title (for example: Climax Breakout, Bear Trap Spring, Capitulation Breakdown),
- a Bias (Climactic Bull, Neutral, Strong Bear, Conflict or Reversal Risk, and similar labels),
- and a Strategic Signal or Consideration (for example: High reversal risk, Wait for confirmation, Low probability zone – avoid).
Internally, BDMA resolves all 40 regimes so the current state can be displayed on the dashboard without performance overhead.
5. Key Regime Families (How to Read the Matrix)
5.1. Breakouts and Breakdowns
Climax Breakout (Top-side)
Spatial S1 with Kinetic D1 or D2
Bias: Explosive or Extreme Bull
Signal:
- Strong or climactic upside extension with abnormal bullish orderflow.
- Trend continuation is possible, but reversal risk is extremely high after blow-off phases.
Low-Conviction Breakout (Fakeout Risk)
S1 with D3 (Weak Buy, low liquidity)
Bias: Weak Bull – Caution
Signal:
- Breakout not supported by volume.
- Elevated risk of failed auction or bull trap.
Capitulation Breakdown (Bottom-side)
Spatial S5 with Kinetic D8
Bias: Climactic Bear (panic)
Signal:
- Capitulation-type selling or forced liquidations.
- Trend can still proceed, but snap-back or violent short-covering risk is high.
Initiative Breakdown vs. Weak Breakdown
- Strong, high-volume breakdown typically corresponds to D7 (Strong Sell).
- Low-volume breakdown often corresponds to D6 (Weak Sell or Fakeout) with potential for failure.
5.2. Absorption, Traps and Springs
Absorption at Resistance (Top-side conflict)
S1 or S2 with D4 (Absorption or Conflict)
Bias: Conflict – Extreme Tension
Signal:
- Heavy two-way trade near resistance.
- Potential distribution or reversal if sellers begin to dominate.
Bull Trap or Failed Auction
Typically S1 with D6 (Weak Sell breakdown behavior after a top-side attempt)
Indicates a breakout attempt that fails and reverses, often after poor liquidity structure.
Absorption at Support and Bear Trap (Spring)
S4 or S5 with D4 or D3
Bias: Conflict or Weak Bear – Reversal Risk
Signal:
- Aggressive buying into lows (spring or shakeout behavior).
- Potential bear trap if price reclaims lost territory.
5.3. Trend Phases
Strong Uptrend Phases
Typically seen when S2–S3 combine with strong bullish kinetic behavior.
Bias: Strong or Extreme Bull
Signal:
- Pullbacks into S3 or S4 with supportive kinetic states often act as trend continuation zones.
Strong Downtrend Phases
Typically seen when S3–S4 combine with strong bearish kinetic behavior.
Bias: Strong or Extreme Bear
Signal:
- Rallies into resistance with strong bearish kinetic backing may act as continuation sell zones.
5.4. Neutral, Exhaustion and Squeeze
Exhaustion or Liquidity Void
S1 or S5 with D5 (Neutral kinetics)
Bias: Neutral or Exhaustion
Signal:
- Spatial extremes without kinetic confirmation.
- Often marks the end of a move, with poor follow-through.
Choppy, Low-Activity Range
S3 with D5
Bias: Neutral
Signal:
- Low volume, low conviction market.
- Typically a low-probability environment where standing aside can be logical.
Squeeze or High-Tension Zone
S3 with D4 or tightly clustered kinetic values
Bias: Conflict or High Tension
Signal:
- Hidden battle inside a volatility contraction.
- Often precedes large directionally-biased moves.
6. Dashboard Layout & Reading Guide
When Show Dashboard is enabled, BDMA displays:
1. Title and Status Line
Name of the current regime (for example: Climax Breakout, Bear Trap Spring, Mean Reversion).
2. Bias Line
Plain-language summary of directional context such as Climactic Bull, Strong Bear, Neutral, or Conflict and Reversal Risk.
3. Signal or Strategic Notes
Concise guidance focused on risk and context, not entries. For example:
- High reversal risk – aggressive traders only
- Wait for confirmation (break or rejection)
- Low probability zone – avoid taking new positions
4. Kinetic Profile (4-Factor Z-Score)
Shows the current Z-Scores for Total Volume (Activity), Buy Volume (Attack), Sell Volume (Defense), and Delta (Net Result).
5. Matrix Heatmap (5×8)
Visual representation of S-State vs. D-State with color coding:
- Bullish clusters in a green spectrum
- Bearish clusters in a red spectrum
- Conflict or exhaustion zones in yellow, amber, or neutral tones
The dashboard can be repositioned (top right, middle right, or bottom right) and its size can be adjusted (Tiny, Small, Normal, or Large) to fit different layouts.
7. Inputs & Customization
7.1. Core Parameters (Bollinger and Z-Score)
- Bollinger Length and Standard Deviation define the spatial engine.
- Z-Score Lookback (All Factors) defines how many bars are used to normalize volume and delta.
7.2. Deep Kinetic Thresholds
- Extreme Threshold defines what is considered climactic (D1 or D8).
- Significant Threshold distinguishes strong initiative vs. weak or fakeout behavior.
- Neutral Threshold is the band within which delta is treated as neutral.
These thresholds allow you to tune the sensitivity of the kinetic classification to fit different timeframes or instruments.
7.3. Calculation Method (Volume Delta)
Geometry (Approx)
- Fast, non-repainting approach based on candle geometry.
- Suitable for most users and real-time decision-making.
Intrabar (Precise)
- Uses lower-timeframe data for more precise volume delta estimation.
- Intrabar mode can repaint and requires compatible data and plan support on the platform.
- Best used for post-analysis or research, not blind automation.
7.4. Visuals and Interface
- Toggle Bollinger Bands visibility on or off.
- Switch between Dark and Light color themes.
- Configure dashboard visibility, matrix heatmap display, position, and size.
8. Multi-Language Semantic Engine (Asia and Middle East Focus)
BDMA v7.0 includes a fully integrated multi-language layer, targeting a wide geographic user base.
Supported Languages:
English, Türkçe, Русский, 简体中文, हिन्दी, العربية, فارسی, עברית
All dashboard labels, regime titles, bias descriptions, and signal texts are dynamically translated via an internal dictionary, while semantic meaning is kept consistent across languages.
This makes BDMA suitable for multi-language communities, study groups, and educational content across different regions.
However, due to the heavy computational load of the Deep Kinetic Engine and TradingView’s strict Pine Script execution limits, it was not possible to expand support to additional languages. Adding more translation layers would significantly increase memory usage and exceed runtime constraints. For this reason, the current language set represents the maximum optimized configuration achievable without compromising performance or stability.
9. Practical Usage Notes
BDMA is most powerful when used as a contextual overlay on top of market structure (HH, HL, LH, LL), higher-timeframe trend, key levels, and your own execution framework.
Recommended usage:
- Identify the current regime (Status and Bias).
- Check whether price location (S-State) and kinetic behavior (D-State) agree with your trade idea.
- Be especially cautious in climactic and absorption or conflict zones, where volatility and risk can be elevated.
Avoid treating BDMA as an automatic green equals buy, red equals sell tool.
The real edge comes from understanding where you are in the volatility or kinetic spectrum, not from forcing signals out of the matrix.
10. Limitations & Important Warnings
BDMA does not predict the future.
It organizes current and recent data into a structured context.
Volume data quality depends on the underlying symbol, exchange, and broker feed.
Forex, crypto, indices, and stocks may all behave differently.
Intrabar mode can repaint and is sensitive to lower-timeframe data availability and your plan type.
Use it with extra caution and primarily for research.
No indicator can remove the need for clear trading rules, disciplined risk management, and psychological control.
11. Disclaimer
This script is provided strictly for educational and analytical purposes.
It is not a trading system, signal service, financial product, or investment advice.
Nothing in this indicator or its description should be interpreted as a recommendation to buy or sell any asset.
Past behavior of any indicator or market pattern does not guarantee future results.
Trading and investing involve significant risk, including the risk of losing more than your initial capital in leveraged products.
You are solely responsible for your own decisions, risk management, and results.
By using this script, you acknowledge that you understand these risks and agree that the author or authors and publisher or publishers are not liable for any loss or damage arising from its use.
Volume Pressure OscillatorThe Volume Pressure Oscillator (VPO) is a momentum-based indicator that measures the directional pressure of cumulative volume delta (CVD) combined with price efficiency. It oscillates between 0 and 100, with readings above 50 indicating net buying pressure and readings below 50 indicating net selling pressure.
The indicator is designed to identify the strength and sustainability of volume-driven trends while remaining responsive during consolidation periods.
How the Indicator Works
The VPO analyzes volume flow by examining price action at lower timeframes to build a Cumulative Volume Delta (CVD). For each chart bar, the indicator looks at intrabar price movements to classify volume as either buying volume or selling volume. These classifications are accumulated into a running total that tracks net directional volume.
The indicator then measures the momentum of this CVD over both short-term and longer-term periods, providing responsiveness to recent changes while maintaining awareness of the broader trend. These momentum readings are normalized using percentile ranking, which creates a stable 0-100 scale that works consistently across different instruments and market conditions.
A key feature is the extreme zone persistence mechanism. When the indicator enters extreme zones (above 80 or below 20), it maintains elevated readings as long as volume pressure continues in the same direction. This allows the VPO to stay in extreme zones during strong trends rather than quickly reverting to neutral, making it useful for identifying sustained volume pressure rather than just temporary spikes.
What Makes This Indicator Different
While many indicators measure volume or volume delta, the VPO specifically measures how aggressively CVD is currently changing and whether that pressure is being sustained. It's the difference between knowing "more volume has accumulated on the buy side" versus "buying pressure is intensifying right now and shows signs of continuation."
1. Focus on CVD Momentum, Not CVD Levels
Most CVD indicators display the cumulative volume delta as a line that trends up or down indefinitely. The VPO is fundamentally different - it measures the slope of CVD rather than the absolute level. This transforms CVD from an unbounded cumulative metric into a bounded 0-100 oscillator that shows the intensity and direction of current volume pressure, not just the historical accumulation.
2. Designed to Stay in Extremes During Trends
Unlike traditional oscillators that treat extreme readings (above 80 or below 20) as overbought/oversold reversal signals, the VPO is engineered to oscillate within extreme zones during strong trends. When sustained buying or selling pressure exists, the indicator remains elevated (e.g., 80-95 or 5-20) rather than quickly reverting to neutral. This makes it useful for trend continuation identification rather than exclusively for reversal trading.
3. Percentile-Based Normalization
The VPO uses percentile ranking over a lookback window, which provides consistent behavior across different instruments, timeframes, and volatility regimes without constant recalibration.
4. Dual-Timeframe Momentum Synthesis
The indicator simultaneously considers short-term CVD momentum (responsive to recent changes) and longer-term CVD momentum (tracking trend direction), weighted and combined with a slow-moving trend bias. This multi-timeframe approach helps it stay responsive in ranging markets while maintaining context during trends.
How to Use the Indicator
Understanding the Zones:
80-100 (Strong Buying Pressure): CVD momentum is strongly positive. In trending markets, the indicator oscillates within this zone rather than immediately reverting to neutral. This suggests sustained accumulation and trend continuation probability.
60-80 (Moderate Buying): Positive volume pressure but not extreme. Suitable for identifying pullback entry opportunities within uptrends.
40-60 (Neutral Zone): Volume pressure is balanced or unclear. No strong directional edge from volume. Often seen during consolidation or trend transitions.
20-40 (Moderate Selling): Negative volume pressure developing. May indicate distribution or downtrend continuation setups.
0-20 (Strong Selling Pressure): CVD momentum is strongly negative. During downtrends, sustained readings in this zone suggest continued distribution and downside follow-through probability.
Practical Applications:
Trend Confirmation: When price makes new highs/lows, check if VPO confirms with similarly elevated readings. Divergences (price making new highs while VPO fails to reach prior highs) may indicate weakening momentum.
Range Trading: During consolidation, the VPO typically oscillates between 30-70. Readings toward the low end of the range (30-40) may present accumulation opportunities, while readings at the high end (60-70) may indicate distribution zones.
Extreme Persistence: If VPO reaches 90+ or drops below 10, this indicates exceptional volume pressure. Rather than fading these extremes immediately, monitor whether the indicator stays elevated. Sustained extreme readings suggest strong trend continuation potential.
Context with Price Action: The VPO is most effective when combined with price action or other orderflow indicators. Use the indicator to gauge whether volume is confirming or contradicting.
What the Indicator Does NOT Do:
It does not provide specific entry or exit signals
It does not predict future price direction
It does not guarantee profitable trades
It should not be used as a standalone trading system
Settings Explanation
Momentum Period (Default: 14)
This parameter controls the lookback period for CVD rate-of-change calculations.
Lower values (5-10): Make the indicator more responsive to recent volume changes. Useful for shorter-term trading and more active oscillation. May produce more whipsaws in choppy markets.
Default value (14): Provides balanced responsiveness while filtering out most noise. Suitable for swing trading and daily timeframe analysis.
Higher values (20-50): Create smoother readings and focus on longer-term volume trends. Better for position trading and reducing false signals, but with slower reaction to genuine changes in volume pressure.
Important Notes:
This indicator requires intrabar data to function properly. On some instruments or timeframes where lower timeframe data is not available, the indicator may not display.
The indicator uses request.security_lower_tf() which has a limit of intrabars. On higher timeframes, this provides extensive history, but on very low timeframes (<1-minute charts), the indicator may only cover limited historical bars.
Volume data quality varies by exchange and instrument. The indicator's effectiveness depends on accurate volume reporting from the data feed.
GENESIS DHANUS A clean, non-repainting trend-following signal indicator.
Buy signals appear when:
• Fast EMA (9) crosses above Slow EMA (21)
• RSI > 50 (bullish momentum)
• Previous bar volume > 1.5× 20-period average
• Price is above the current Heikin-Ashi "trend level"
Sell signals use the exact opposite conditions.
All conditions use confirmed data only (no future leak, no repainting).
Perfect for swing trading and alert setups on any timeframe.
Features:
- Large clear arrows with text
- Optional light background coloring
- Precise alert conditions
- EMA lines can be toggled
100% Pine Script v5 – open source and free.
Combined Up down with volumeIndicates the day with a purple dot where price moved up or down by 5% or more
Price Volume Trend to buyThis indicator use PVT (price volume tendency) as background whith colors and labels to smart indicate if you are on buyer or seller scenario
