Bob Volman + EMA + TP/SL Smart (EZSignals V1)A smart scalping system inspired by Bob Volman’s price action methodology.
Combines EMA trend filtering with automatic TP/SL management and precise entry logic.
Designed for intraday traders who seek clean, efficient scalps with minimal noise.
🔹 Features:
EMA-based trend confirmation
Smart TP/SL auto calculation
Dynamic signal filtering (avoid false breakouts)
Visual entry & exit markers for better clarity
📈 Perfect for scalpers who want Volman-style precision with modern risk control.
Candlestick analysis
Custom zone (duy)Custom Zone (duy)
This indicator highlights custom time zones and automatically detects Fair Value Gaps (FVG) directly on your chart. It’s designed for Price Action / ICT-style traders who want to identify liquidity zones, reaction ranges, and session-based volatility.
Custom Zone:
Define any time window (e.g. 09:30–09:35 UTC-4), and the indicator will automatically draw the high–low range, label the zone, and optionally show its pip size. Perfect for marking areas like New York Open, London Killzone, or personalized setup ranges.
Auto Pip & FVG Detection:
Automatically detects the instrument type (Forex, Gold, Indices, Crypto) to calculate accurate pip values. It also identifies and displays Fair Value Gaps (FVGs) with customizable colors and a clear Central Equilibrium (CE) line.
Use cases:
Highlight session open ranges for NY or London.
Observe price reactions around liquidity zones.
Combine with FVG setups to refine trade entries.
MACD Cross Above Zero Alert (Any Timeframe)For use on a large list to spot MACD cross overs in a bullish phase or bearish phase
High Volume & Near All-Time HighThe **High Volume & Near All-Time High Screener** is a simple yet powerful Pine Script tool designed to help traders identify stocks showing strong price momentum and trading activity. This screener automatically scans multiple tickers that you define in the settings and highlights those meeting two key conditions — daily trading volume greater than **500,000 shares** and the closing price being **within a set percentage (default 2%) of its all-time high**. The results are displayed in an easy-to-read table directly on your chart, making it ideal for traders who want to quickly spot potential breakout stocks without switching between multiple charts.
**How to Use:**
To use this script, open your **TradingView Pine Editor**, paste the code, and click **“Add to Chart.”** Make sure your chart is set to the **Daily timeframe (1D)**, as the script pulls daily data automatically. You can customize the list of symbols, the minimum volume threshold, and the proximity percentage in the settings panel to match your trading style. Once added, the screener will display a table on the right side of your chart showing each symbol, its latest closing price, and whether it currently meets the breakout conditions. A ✅ mark indicates that the stock meets both criteria. This tool works best for swing traders and momentum investors who want to focus on high-volume stocks nearing new highs for potential entries.
VP_Fixed Volume ProfileBinned Volume Distribution: This chart summarizes total volume over a user-defined lookback period by dividing price ranges into multiple histograms.
This chart breaks down volume into long and short positions based on candlestick patterns and displays the percentage of total volume.
Key Price Levels (PoC): The bins with the highest volume are labeled as PoCs, and their absolute volume values are annotated.
This area typically has the highest volume concentration, and the annotated value provides a reference for absolute volume.
Auto Hourly StatsCredit to wheresbing for the original version. Mine simply provides:
- automatically calculates retrace stats, no need to input anything.
- Also cleaned up the ui a bit
- ability to toggle between hourly data independent of chart timeframes
MACD 4H Cross Above Zero AlertMACD 4H Cross the signal line to screen for stocks across a wide demo list
Engulfing Bars - StrictIdentifies strict definition engulfing bars with a close in the leading 20% of the range.
ICT Essentials [LDT]ICT Essentials
Overview
ICT Essentials is an all-in-one trading utility built to create a natural and efficient workflow for ICT-based traders.
Every component has been designed to integrate seamlessly and update dynamically across timeframes.
The indicator focuses on clarity, performance and customization, allowing traders to tailor every part of their trading experience.
Equal Highs & Lows
This feature automatically detects and marks Equal Highs (EQH) and Equal Lows (EQL) with full control over visuals and behavior.
Users can customize line colors, widths, and styles, label size, color, background transparency and text offset.
The logic uses an optimized scanning and caching system that maintains smooth performance even on higher timeframes.
It provides a precise and adaptive way to identify structural liquidity points whilst keeping the chart clean and readable.
Killzones & Session Pivots
Plots the main trading sessions such as Asia, London and New York (AM, Lunch, PM) with full flexibility and styling options.
Each session can be enabled or disabled individually, with its own color, transparency and label preferences.
Session highs and lows are automatically tracked and plotted as pivots with extension modes like Until Mitigated or Past Mitigation.
This system gives traders the ability to organize market sessions exactly how they prefer whilst keeping the chart consistent and efficient.
Daily Pivots and Tier System
Alongside session pivots, the script tracks daily highs and lows to provide a broader structural view of price. These pivots are stored and displayed on the chart with their appearance updating automatically when price interacts with them.
The system includes a unique tier-based visibility filter that maintains a clean chart by preventing duplicate or overlapping pivots. Recent daily pivots are cached and compared to session pivots and when two levels fall within a defined proximity, the redundant one is automatically hidden. This creates a clear hierarchy of daily and session levels, keeping the most relevant structure visible whilst removing noise.
All aspects of the daily pivot system are fully customizable, including the number of tracked pivots, color, style settings and how mitigated levels are handled. The caching and filtering logic ensures smooth performance and a visually organized workspace even as the data updates in real time.
Key Times
Allows up to five custom key time markers such as the Midnight Open, 6:00 AM or 10:00 AM.
Each marker can be fully customized with its own text, color, line style and thickness.
This makes it simple to visualize key reaction points that align with each traders timing model.
Higher Timeframe Candles
Displays higher timeframe candles such as 1H, 4H or Daily directly on the active chart to provide context without switching views.
Users can customize body, wick and border colors, along with adding optional trace lines for the open, close, high and low and can also show the countdown timers for remaining candle time.
Adjustable spacing, positioning and label visibility makes the display blend naturally with any trading setup.
This module helps traders connect multiple timeframes visually in a clean and intuitive way.
Watermark
Adds a customizable watermark with title, subtitle and symbol or timeframe information.
Every element can be adjusted for color, size, transparency, alignment and position.
The result is a polished, professional chart layout that adapts to the user's personal style.
Optimization and Design
ICT Essentials is built for performance, using cached arrays and lightweight calculations to maintain responsiveness on all timeframes.
Each feature can be toggled individually to suit the traders focus or system performance.
The script delivers a fluid, customizable and highly optimized trading experience designed to feel natural and effortless in day-to-day use.
Credits
This script takes reference and inspiration from several open-source indicators:
Equal Highs and Lows by jzstur
ICT HTF Candles (fadi) by fadizeidan
ICT Killzones + Pivots EP by tradeforopp
AG FX - Watermark by AGFXTRADING
All components have been refactored, optimized and unified into a single framework for a smoother and more efficient workflow.
Session Gap Fill [LuxAlgo]The Session Gap Fill tool detects and highlights filled and unfilled price gaps between regular sessions. It features a dashboard with key statistics about the detected gaps.
The tool is highly customizable, allowing users to filter by different types of gaps and customize how they are displayed on the chart.
🔶 USAGE
By default, the tool detects all price gaps between sessions. A price gap is defined as a difference between the opening price of one session and the closing price of the previous session. In this case, the tool uses the opening price of the first bar of the session against the closing price of the previous bar.
A bullish gap is detected when the session open price is higher than the last close, and a bearish gap is detected when the session open price is lower than the last close.
Gaps represent a change in market sentiment, a difference in what market participants think between the close of one trading session and the open of the next.
What is useful to traders is not the gap itself, but how the market reacts to it.
Unfilled gaps occur when prices do not return to the previous session's closing price.
Filled gaps occur when prices come back to the previous session's close price.
By analyzing how markets react to gaps, traders can understand market sentiment, whether different prices are accepted or rejected, and take advantage of this information to position themselves in favor of bullish or bearish market sentiment.
Next, we will cover the Gap Type Filter and Statistics Dashboard.
🔹 Gap Type Filter
Traders can choose from three options: display all gaps, display only overlapping gaps, or display only non-overlapping gaps. All gaps are displayed by default.
An overlapping gap is defined when the first bar of the session has any price in common with the previous bar. No overlapping gap is defined when the two bars do not share any price levels.
As we will see in the next section, there are clear differences in market behavior around these types of gaps.
🔹 Statistics Dashboard
The Statistics Dashboard displays key metrics that help traders understand market behavior around each type of gap.
Gaps: The percentage of bullish and bearish gaps.
Filled: The percentage of filled bullish and bearish gaps.
Reversed: The percentage of filled gaps that move in favor of the gap
Bars Avg.: The average number of bars for a gap to be filled.
Now, let's analyze the chart on the left of the image to understand those stats. These are the stats for all gaps, both overlapping and non-overlapping.
Of the total, bullish gaps represent 55%, and bearish ones represent 44%. The gap bias is pretty balanced in this market.
The second statistic, Filled, shows that 63% of gaps are filled, both bullish and bearish. Therefore, there is a higher probability that a gap will be filled than not.
The third statistic is reversed. This is the percentage of filled gaps where prices move in favor of the gap. This applies to filled bullish gaps when the close of the session is above the open, and to filled bearish gaps when the close of the session is below the open. In other words, first there is a gap, then it fills, and finally it reverses. As we can see in the chart, this only happens 35% of the time for bullish gaps and 29% of the time for bearish gaps.
The last statistic is Bars Avg., which is the average number of bars for a gap to be filled. On average, it takes between one and two bars for both bullish and bearish gaps. On average, gaps fill quickly.
As we can see on the chart, selecting different types of gaps yields different statistics and market behavior. For example, overlapping gaps have a greater than 90% chance of being filled, whereas non-overlapping gaps have a less than 40% chance.
🔶 SETTINGS
Gap Type: Select the type of gap to display.
🔹 Dashboard
Dashboard: Enable or disable the dashboard.
Position: Select the location of the dashboard.
Size: Select the dashboard size.
🔹 Style
Filled Bullish Gap: Enable or disable this gap and choose the color.
Filled Bearish Gap: Enable or disable this gap and choose the color.
Unfilled Gap: Enable or disable this gap and choose the color.
Max Deviation Level: Enable or disable this level and choose the color.
Open Price Level: Enable or disable this level and choose the color.
Hotzones EssentialsThe Hotzones essentials kit combines key price action principles into a single kit. These features come together to form a unique approach to price action trading.
The Killzone Blocks are a precision-engineered market-mapping system designed to identify high-liquidity price regions zones where institutional participants and smart money are most likely to interact. These areas often act as reaction points , where liquidity absorption, reversals, or continuation moves are started. By highlighting these zones, traders can potentially anticipate market intent and position themselves accordingly with greater confidence.
Shown above is are Killzone Blocks highlighting their strength and deltas.
Killzone Blocks are dynamically generated from significant structural shifts in the market where key areas where order flow and volume imbalance indicate a change in control between buyers and sellers. Each block represents a localized liquidity pocket, allowing users to visualize potential killzones which are regions where price is statistically more likely to bounce, reject, or consolidate before choosing direction.
The algorithm continuously tracks structural breaks , pivot reactions , and volume clustering to ensure that every block represents a meaningful, data-driven region rather than random candle overlap.
Volume and Delta Analysis
Each Killzone Block carries an advanced volume breakdown that quantifies order-flow dynamics within the zone.
Volume Data: Displays both bullish and bearish volume as a percentage of the total block volume, quantifying buying vs. selling intensity and helping traders gauge whether the zone was dominated by aggressive buyers or sellers.
Gray Text (Order Block Volume Type): Shows metrics specific to the block’s nature.
Bearish Blocks: Display only the bear volume (sell pressure) as a percentage of total OB volume.
Bullish Blocks: Display only the bull volume (buy pressure) as a percentage of total OB volume.
This separation removes noise and helps traders focus on which participant truly dominated the zone.
Each block also features a Delta Indicator which is a color-coded circle offering instant insight into which side of the market was in control:
🔴 Red: Strong negative delta (-100% to -20%) = Sellers dominated.
🟡 Yellow: Neutral delta (-10% to +10%) = Market in balance or absorption.
🔵 Blue: Strong positive delta (+20% to +100%) = Buyers dominated.
The delta represents the difference between buyer and seller volume within that block. A positive delta indicates aggressive buying absorption , while a negative delta suggests sell-side control .
Shown above we see a very small delta with neutral volume. This is a very balanced market zone where we might be less likely to see a reaction.
Customization and Inputs
Users can tailor the Killzone Blocks to suit their analysis style:
* Adjust the displayed block count to view short-term or long-term structures.
* Choose whether zones are drawn from wicks or bodies . Wick-based zones are more reactive to intraday liquidity hunts, while body-based zones reflect institutional candle closings and conviction.
Killzone Levels
Killzone Levels expand on the concept of liquidity mapping by plotting the most influential horizontal levels in the market daily, weekly, and monthly highs and lows . These levels represent major liquidity pools where large clusters of stop orders, breakout triggers, and institutional re-entries often occur.
Users can customize every visual aspect of these levels, including color, style, and line thickness if needed.
These levels are crucial because markets tend to gravitate toward previous highs and lows to collect liquidity before reversing or extending the trend. Daily levels act as intraday targets, weekly levels provide swing and mid-term context, and monthly levels define macro liquidity boundaries where institutional flows are concentrated.
When a Killzone Block aligns with a Killzone Level ; for example, a bullish block forming near a weekly low, it creates strong confluence and raises the probability of a meaningful reaction. Together, these levels transform simple horizontal lines into dynamic zones of opportunity.
Open Range Breakout
The Open Range Breakout feature identifies the first major liquidity window of each trading session, often referred to as the opening range or killzone window . This range is defined by the high and low formed within a user-defined session time (for example, 08:00–08:45 for the London session).
Shown above is a breakout of a range.
Once the window closes, the system locks in the session’s high and low, marking the balance point of early order flow. From this moment, price action is monitored in real time:
- A break above the high generates a bullish breakout signal , confirming buyer control.
- A break below the low generates a bearish breakout signal , confirming seller dominance.
To enhance accuracy, the feature includes a Level 2 Confirmation setting. Rather than triggering on a wick or brief spike, this level confirms a breakout only when a full candle closes outside the open range . This ensures signals reflect genuine intent and continuation pressure instead of short-term liquidity sweeps.
Seen above is confluence between a retest of a zone and a breakout.
Traders use the Open Range Breakout to establish session bias ; whether the market is trending bullish or bearish for that specific session. Combined with Killzone Blocks and Levels, it forms a complete confluence system for identifying direction, gauging strength, and mapping high-probability reaction zones.
Overall this toolkit provides 3 unique tools that come together to form powerful confluence and deeper insights into volume and price action.
Session First 5-Min High/LowHere's a professional description for your indicator:
Session First 5-Min High/Low Marker
This indicator automatically identifies and marks the high and low price levels established during the first 5 minutes of major trading sessions, helping traders identify key intraday support and resistance zones.
Key Features:
Tracks three major trading sessions in IST (Indian Standard Time):
Asian Session: 5:30 AM - 5:35 AM
London Session: 12:30 PM - 12:35 PM
New York Session: 5:30 PM - 5:35 PM
Draws horizontal lines at the highest and lowest prices reached during each session's opening 5-minute window
Color-coded for easy identification (Yellow for Asian, Blue for London, Red for New York)
Lines extend across the chart to help track price reactions throughout the day
Clean, minimal design with optional labels
Best Used For:
Identifying key intraday support and resistance levels
Session breakout trading strategies
Understanding institutional order flow at market opens
Works on 1-minute timeframe for precise tracking
Customizable Settings:
Toggle line extensions on/off
Adjust line width (1-5)
Change colors for each session
Show/hide session labels
Perfect for day traders and scalpers who trade around major session openings and want to identify high-probability support/resistance zones established during peak liquidity periods.
This description explains what the indicator does, its practical applications, and its key features in a way that's clear for TradingView users.RetryClaude can make mistakes. Please double-check responses.
Exciting Candles by BitcoinBailyExciting Candles by BitcoinBaily — is a custom indicator that visually highlights "momentum" or "exciting" candlesticks on the chart.
It helps traders quickly identify candles with strong body-to-range ratios, i.e., candles showing strong price momentum (big move between open and close relative to the high-low range).
If the candle’s body is greater than or equal to the threshold percentage (say 85%), the bar is colored yellow. Otherwise, no color is applied.
Yellow Candle = Exciting Candle
The candle’s body occupies ≥ the set % (e.g., 85%) of the total high-low range.
Indicates strong momentum (buyers or sellers dominated most of that period).
No Color = Neutral / Normal Candle
Price moved both ways (upper & lower wicks), but neither buyers nor sellers fully dominated.
1. Range Breakout: When price breaks a sideways range and a yellow (exciting) candle appears,
it confirms that real momentum has entered — a good time to catch the move early.
2. Trend Pullback: If price dips to a moving average (like 20 or 50 SMA) and then forms a yellow
candle, it signals that buyers are regaining control — often a high-probability trend
continuation entry.
3. Exhaustion Top: A yellow bearish candle near a resistance area shows strong selling pressure
— a warning that the uptrend may be ending.
4. Sideways Market: When no yellow candles appear, the market lacks momentum — best to
stay out and avoid choppy trades.
Find explosive candlesDefault values
Candles that are at least (2) times larger than the average of the previous (20) candles.
Candles where the body represents (80)% or more of the total candle size.
Visualization
Bullish and bearish candles that meet or exceed the default values are displayed in a different color.
The percentage of the body relative to the entire candle is displayed.
The number of times the candle is larger than the average of the previous (20) candles is displayed.
Note
The values in parentheses can be adjusted by the user and are therefore subject to change.
Overnight Gap Detector Overnight Gap Detector - 4H Body to Body
What it detects:
The indicator finds overnight gaps - i.e., gaps between trading days based on 4-hour (4H) candle data.
Gap Definition (Wick to Wick):
Gap UP: When yesterday's 4H candle's highest point (high) is BELOW today's 4H candle's lowest point (low) - there's "air" between them
Gap DOWN: When yesterday's 4H candle's lowest point (low) is ABOVE today's 4H candle's highest point (high)
Rectangle Drawing (Body to Body):
Although the gap is detected via wicks, the rectangle is only drawn between the bodies:
Gap UP: Draws from today's open to yesterday's body top (max of open/close)
Gap DOWN: Draws from yesterday's body bottom (min of open/close) to today's open
This means the rectangle does NOT cover the wicks, only the actual gap between bodies.
Midline:
50% line between top and bottom of the gap rectangle
Continues to the right along with the rectangle
Stops when the gap is filled
Gap Filled:
A gap is marked as "filled" when:
Gap UP: Price's close goes DOWN and reaches yesterday's body top
Gap DOWN: Price's close goes UP and reaches yesterday's body bottom
Important: Only close body counts, not wicks!
Visual Elements:
Green box: Gap Up (upward gap)
Red box: Gap Down (downward gap)
Yellow box: Filled gap
Labels: "GAP HOLE" when active, "FILLED gap" when filled
Midline: Dotted line through the middle of the gap
Features:
✅ Works on all timeframes (5min, 15min, 1H, 2H, 4H, etc.) - always uses 4H data
✅ Rectangles expand bar by bar until filled
✅ Customizable colors for gaps, borders, midlines, and labels
✅ Label position (inside or outside box)
✅ Toggle to show/hide labels and midlines
✅ Minimum gap size filter (%)
Dual Options Price Tracker – Visualize Call & Put StrikesDescription:
This innovative indicator provides a unique, real-time visualization of both Call and Put option prices for the same strike price directly on your TradingView chart. Designed for active options traders, it simplifies the analysis of price action for specific strikes, helping you quickly identify significant levels and potential shifts in market interest.
important : choose only put strike call strike automatically plot on chart
This indicator works with Indian market (nifty , banknifty ,sensex ,crudeoil , naturalgas )
Key Features:
Integrated Call & Put Prices: Clearly displays the prices of both Call and Put options for a user-defined strike price within the same indicator pane, offering an immediate side-by-side comparison.
Real-time Data: Plots live option price updates, allowing you to monitor the dynamic interplay between Calls and Puts throughout the trading session.
Intuitive Visualization: Transforms complex options data into easily digestible lines on your chart, making it easier to spot trends, relative strength, and support/resistance levels at crucial strikes.
User-Friendly Inputs: Simple input fields allow you to easily select the underlying symbol, expiry date, and the specific strike price you wish to monitor.
Enhanced Options Analysis: A valuable tool for gauging market participants' expectations and positioning at key psychological or technical levels.
How to Use:
Add the "Dual Options Price Tracker" to your chart.
The indicator will then plot the corresponding Call and Put prices on your chart in real time.
Important Note:
This indicator provides a visual tool for options analysis and does not constitute financial advice.
Options trading involves significant risk and may not be suitable for all investors.
Users are encouraged to combine this tool with their own comprehensive analysis and risk management strategies.
US Opening 5-Minute Candle HighlighterUS Opening 5-Minute Candle Highlighter — True RVOL (Two-Tier + Label)
What it does (in plain English)
This indicator finds the first 5-minute bar of the US cash session (09:30–09:35 ET) and highlights it when the candle has the specific “strong open” look you want:
Opens near the low of its own range, and
Closes near the high of its own range, and
Has a decisive real body (not a wick-y doji), and
(Optionally) is a green candle, and
Meets a TRUE opening-bar RVOL filter (compares today’s 09:30–09:35 volume only to prior sessions’ 09:30–09:35 volumes).
You get two visual intensities based on opening RVOL:
Tier-1 (≥ threshold 1, default 1.0×) → light green highlight + lime arrow
Tier-2 (≥ threshold 2, default 1.5×) → darker green highlight + green arrow
An RVOL label (e.g., RVOL 1.84x) can be shown above or below the opening bar.
Designed for 5-minute charts. On other timeframes the “opening bar” will be the bar that starts at 09:30 on that timeframe (e.g., 15-minute 09:30–09:45). For best results keep the chart on 5m.
How the pattern is defined
For the opening 5-minute bar, we compute:
Range = high − low
Body = |close − open|
Then we measure where the open and close sit within the bar’s own range on a 0→1 scale:
0 means exactly at the low
1 means exactly at the high
Using two quantiles:
Open ≤ position in range (0–1) (default 0.20)
Example: 0.20 means “open must be in the lowest 20% of the bar’s range.”
Close ≥ position in range (0–1) (default 0.80)
Example: 0.80 means “close must be in the top 20% of the bar’s range.”
This keeps the logic range-normalized so it adapts across different tickers and vol regimes (you’re not using fixed cents or % of price).
Body ≥ fraction of range (0–1) (default 0.55)
Requires the real body to be at least that fraction of the total range.
0.55 = body fills ≥ 55% of the candle.
Purpose: filter out indecisive, wick-heavy bars.
Raise to 0.7–0.8 for only the fattest thrusts; lower to 0.3–0.4 to admit more bars.
Require green candle? (default ON)
If ON, close > open must be true. Turn OFF if you also want to catch strong red opens for shorts.
Minimum range (ticks)
Ignore tiny, illiquid opens: e.g., set to 2–5 ticks to suppress micro bars.
TRUE Opening-Bar RVOL (why it’s “true”)
Most “RVOL” compares against any recent bars, which isn’t fair at the open.
This indicator calculates only against prior opening bars:
At 09:30–09:35 ET, take today’s opening 5-minute volume.
Compare it to the average of the last N sessions’ opening 5-minute volumes.
RVOL = today_open_volume / average_prior_open_volumes.
So:
1.0× = equal to average prior opens.
1.5× = 150% of average prior opens.
2.0× = double the typical opening participation.
A minimum prior samples guard (default 10) ensures you don’t judge with too little history. Until enough samples exist, the RVOL gate won’t pass (you can disable RVOL temporarily if needed).
Visuals & tiers
Light green highlight + lime arrow → price filters pass and RVOL ≥ Tier-1 (default 1.0×)
Dark green highlight + green arrow → price filters pass and RVOL ≥ Tier-2 (default 1.5×)
Optional bar paint in matching green tones for extra visibility.
Optional RVOL label (e.g., RVOL 1.84x) above or below the opening bar.
You can show the label only when the candle qualifies, or on every open.
Inputs (step-by-step)
Price-action filters
Open ≤ position in range (0–1): default 0.20. Smaller = stricter (must open nearer the low).
Close ≥ position in range (0–1): default 0.80. Larger = stricter (must close nearer the high).
Body ≥ fraction of range (0–1): default 0.55. Raise to demand a “fatter” body.
Require green candle?: default ON. Turn OFF to also mark bearish thrusts.
Minimum range (ticks): default 0. Set to 2–5 for liquid mid/large caps.
Time settings
Timezone: default America/New_York. Leave as is for US equities.
Start hour / minute: defaults 09:30. The bar that starts at this time is evaluated.
TRUE Opening-Bar RVOL (two-tier)
Require TRUE opening-bar RVOL?: ON = must pass Tier-1 to highlight; OFF = price filters alone can highlight (still shows Tier-2 when hit).
RVOL lookback (prior opens count): default 20. How many prior openings to average.
Min prior opens required: default 10. Warm-up guard.
Tier-1 RVOL threshold (× avg): default 1.00× (light green).
Tier-2 RVOL threshold (× avg): default 1.50× (dark green).
Display
Also paint candle body?: OFF by default. Turn ON for instant visibility on a chart wall.
Arrow size: tiny/small/normal/large.
Light/Dark opacity: tune highlight strength.
Show RVOL label?: ON/OFF.
Show label only when candle qualifies?: ON by default; OFF to see RVOL every open.
Label position: Above candle or Below candle.
Label size: tiny/small/normal/large.
How to use (quick start)
Apply to a 5-minute chart.
Keep defaults: Open ≤ 0.20, Close ≥ 0.80, Body ≥ 0.55, Require green ON.
Turn RVOL required ON, with Tier-1 = 1.0×, Tier-2 = 1.5×, Lookback = 20, Min prior = 10.
Optional: enable Paint bar and set Arrow size = large for monitor-wall visibility.
Optional: show RVOL label below the bar to keep wicks clean.
Interpretation:
Dark green = A+ opening thrust with strong participation (≥ Tier-2).
Light green = Valid opening thrust with at least average participation (≥ Tier-1).
No highlight = one or more filters failed (quantiles, body, green, range, or RVOL if required).
Alerts
Two alert conditions are included:
Opening 5m Match — Tier-2 RVOL → fires when the opening candle passes price filters and RVOL ≥ Tier-2.
Opening 5m Match — Tier-1 RVOL → fires when the opening candle passes price filters and RVOL ≥ Tier-1 (but < Tier-2).
Recommended alert settings
Condition: choose the script + desired tier.
Options: Once Per Bar Close (you want the confirmed 09:30–09:35 bar).
Set your watchlist to symbols of interest (themes/sectors) and let the alerts pull you to the right charts.
Recommended starting values
Quantiles: Open ≤ 0.20, Close ≥ 0.80
Body fraction: 0.55
Require green: ON
RVOL: Required ON, Tier-1 = 1.0×, Tier-2 = 1.5×, Lookback 20, Min prior 10
Display: Paint bar ON, Arrow large, Label ON, Below candle
Tune tighter for A-plus selectivity:
Open ≤ 0.15, Close ≥ 0.85, Body ≥ 0.65, Tier-2 2.0×.
Notes, tips & limitations
5-minute timeframe is the intended use. On higher TFs, the 09:30 bar spans more than 5 minutes; geometry may not reflect the first 5 minutes alone.
RTH only: The opening detection looks at the clock (09:30 ET). Pre-market bars are ignored for the signal and for RVOL history.
Warm-up period: Until you have Min prior opens required samples, the RVOL gate won’t pass. You can temporarily toggle RVOL off.
DST & timezone: Leave timezone on America/New_York for US equities. If you trade non-US exchanges, set the appropriate TZ and opening time.
Illiquid tickers: Use Minimum range (ticks) and require RVOL to reduce noise.
No strategy orders: This is a visual/alert tool. Combine with your execution and risk plan.
Why this is useful on multi-monitor setups
Instant pattern recognition: the two-shade green makes A vs A+ opens pop at a glance.
Adaptive thresholds: quantiles & body are within-bar, so it works across $5 and $500 names.
Fair volume test: TRUE opening RVOL avoids comparing to pre-market or midday bars.
Optional labels: glanceable RVOL x-value helps triage the strongest themes quickly.
Volume Bubbles & Liquidity Heatmap 30% + biasLuxAlgo gave us an open script, I just primmed it up with the use of Chat GPT:There is no single magic number (like “delta must be 800”) that will guarantee directional follow-through in every market. But you can make a mathematically rigorous filter that gives you a high-probability test — by normalizing the delta against that market’s typical behavior and requiring multiple confirmations. Below is a compact, actionable algorithm you can implement immediately (in your platform or spreadsheet) plus concrete thresholds and the math behind them.
High-IQ rule set (math + trade logic)
Use three independent checks. Only take the trade if ALL three pass.
1) Z-score (statistical significance of the delta)
Compute rolling mean
𝜇
μ and std dev
𝜎
σ of delta on the same timeframe (e.g. 5m) over a lookback window
𝑊
W (suggest
𝑊
=
50
W=50–200 bars).
𝑍
=
delta
bar
−
𝜇
𝑊
𝜎
𝑊
Z=
σ
W
delta
bar
−μ
W
Threshold: require
𝑍
≥
2.5
Z≥2.5 (strong) — accept 2.0 for less strict, 3.0 for very rare signals.
Why: a Z>=2.5 means this delta is an outlier (~<1% one-sided), not normal noise.
2) Relative Imbalance (strength vs total volume)
Compute imbalance ratio:
𝑅
=
∣
delta
bar
∣
volume
bar
R=
volume
bar
∣delta
bar
∣
Threshold: require
𝑅
≥
0.25
R≥0.25 (25% of the bar’s volume is one-sided). For scalping you can tighten to 0.30–0.40.
Why: a big delta with tiny volume isn’t meaningful; this normalizes to participation.
3) Net follow-through over a confirmation window
Look ahead
𝑁
N bars (or check the next bar if you need intrabar speed). Compute cumulative delta and price move:
cum_delta
𝑁
=
∑
𝑖
=
1
𝑁
delta
bar
+
𝑖
cum_delta
N
=
i=1
∑
N
delta
bar+i
price_move
=
close
bar
+
𝑁
−
close
bar
price_move=close
bar+N
−close
bar
Thresholds: require
cum_delta
𝑁
cum_delta
N
has the same sign as the trigger and
∣
cum_delta
𝑁
∣
≥
0.5
×
∣
delta
bar
∣
∣cum_delta
N
∣≥0.5×∣delta
bar
∣, and
price_move
price_move exceeds a minimum meaningful tick amount (instrument dependent). For ES / US30 type futures: price move ≥ 5–10 ticks; for forex pairs maybe 10–20 pips? Use ATR
20
20
×0.05 as a generic minimum.
Why: separates immediate absorption (buy delta then sellers soak it) from genuine continuation.
Bonus check — Structural context (must be satisfied)
Trigger should not occur against a strong structural barrier (VWAP, daily high/low, previous session POC) unless you’re explicitly trading exhaustion/absorption setups.
If signal occurs near resistance and price does not clear that resistance within
𝑁
N bars, treat as probable trap.
Putting it together — final trade decision
Take the long (example):
If
𝑍
≥
2.5
Z≥2.5 and
𝑅
≥
0.25
R≥0.25 and cum_delta_N confirms and no hard resistance above (or you’re willing to trade absorption), then enter.
Place stop: under the low of the last 2–3 bars or X ATR (instrument dependent).
Initial target: risk:reward 1:1 minimum, scale out at 1.5–2R after confirming further delta.
Concrete numeric illustration using your numbers
You saw FOL = 456, then sell reaction with ~350 opposite. How to interpret:
Suppose your 5-min rolling mean
𝜇
μ = 100 and
𝜎
σ=120 (example):
𝑍
=
(
456
−
100
)
/
120
≈
2.97
⇒
statistically big
Z=(456−100)/120≈2.97⇒statistically big
So it passes Z.
If volume on that bar = 2000 contracts:
𝑅
=
456
/
2000
=
0.228
⇒
just below 0.25 threshold
R=456/2000=0.228⇒just below 0.25 threshold
So it fails R (weak participation proportionally), explaining why 456 alone didn’t move price.
Seller came back with 350 opposite soon after — check cum_delta_N:
cum_delta
𝑛
𝑒
𝑥
𝑡
3
≈
456
−
350
=
106
net
cum_delta
next3
≈456−350=106 net
Net is small relative to the initial spike — not convincing follow-through.
Conclusion: despite a big absolute number (456), relative measures and lack of follow-through meant the move failed. That’s exactly why raw numbers alone are unreliable.
Advanced refinement (for elite performance)
Use rolling median + MAD instead of mean/std if delta distribution is skewed.
Scale Z by volume volatility: divide Z by
volume
bar
/
volume
‾
volume
bar
/
volume
to penalize low-volume bars.
Use a signed cumulative delta over micro-windows: compute windowed cumulative delta standardized:
𝑍
cum
=
∑
𝑖
=
0
𝑀
−
1
delta
𝑡
−
𝑖
−
𝑀
𝜇
𝑀
𝜎
Z
cum
=
M
σ
∑
i=0
M−1
delta
t−i
−Mμ
and require
𝑍
cum
≥
3
Z
cum
≥3 for very high confidence.
Add market-depth / DOM confirmation (if available): require that resting ask size above is less than resting bid size below by a factor (i.e. visible liquidity supports the move).
Practical thresholds to start with (tune per instrument)
Lookback
𝑊
W: 100 bars (5m → about a trading day)
Z threshold: 2.5
Imbalance ratio
𝑅
R: ≥ 0.25 (tighten to 0.30 for scalping)
Confirmation window
𝑁
N: next 1–3 bars for intraday scalps; 3–6 bars for short swings
Cum delta confirmation: ≥ 0.5 × initial delta and same sign
Price move confirmation: ≥ 0.03 × ATR20 (or set absolute ticks per instrument)
TL;DR — the single best rule
Don’t chase absolute numbers. Use Z-score of delta + delta/volume ratio + real follow-through. If all three align, odds are heavily in your favor.
If you want, I can:
give you a tiny script (pseudocode or Pine / Python) that computes Z, R, cum_delta_N and flags qualifying bars, or
run the calculation on a sample of your recent bars if you paste a small CSV of time, delta, volume, close.
Which do you want? (I’ll give code right away.)
You said:
give me a percentage of difference where we have a high probability
ChatGPT said:
Thought for 7s
Nice — straight to the point. Here’s a concise, practical set of percentage thresholds (and associated confidence estimates) you can use right now to flag a “high probability” delta signal. I’ll give you three tiers (good / strong / elite), explain what each means, show how to compute it, and give a short example using your 456/2000 bar.
One-line rule
Compute delta percent
𝑃
=
∣
delta
∣
volume
×
100
%
P=
volume
∣delta∣
×100%.
Then require Z-score of delta ≥ 2.5 and P to be at or above the threshold below for the desired confidence tier.
Threshold tiers (percent of bar volume)
Good (high-probability trade candidate)
P ≥ 20–25%
Typical success probability (when combined with Z≥2.5 and no hard structural resistance): ~60–70%.
Use when you want a steady flow of signals with decent edge.
Strong (high confidence)
P ≥ 30–35%
Typical success probability: ~70–80% (with Z≥2.5 + structural alignment).
Fewer signals, higher win-rate. Good default for intraday.
Elite (very high probability / low false positives)
P ≥ 40–50%
Typical success probability: ~80–90% (with Z≥3 and confirmation).
Rare signals. Use for meaningful size or when you need maximum certainty.
Why percentage matters (short)
Absolute delta (456) is meaningless without volume context. A 456 delta on 2,000 volume → P = 456/2000 = 22.8% → sits just below the Good threshold, which matches why it failed: decent but not dominant participation.
Additional required checks (don’t skip these)
To turn P into a reliable filter, always require:
Z-score of the delta ≥ 2.5 (or ≥3 for Elite signals).
No immediate structural barrier (VWAP, strong resistance) that would plausibly absorb the order.
Follow-through: within next N bars (N = 1–3 for scalps) price moves in the same direction by ≥ 0.03×ATR20 (or instrument-specific tick threshold). If this fails, cut fast.
Combine all three and your realized win-rate will approach the probabilities above.
Practical quick checklist (to apply each signal)
Compute P = |delta|/volume. Is P ≥ 30%? (or your chosen tier)
Compute Z = (delta − mean)/std over last 100 bars. Is Z ≥ 2.5?
Is price not pinned under a heavy resistance?
Enter on next bar close (or intrabar on continuation), stop under last 2-bar low (for longs).
If price fails to move ≥ 0.03×ATR20 within 3 bars, exit.
Example (your bar)
delta = 456, volume = 2000 → P = 22.8% → below Good threshold (25%).
Even if Z was high, P failed — explains the failure. You need P ≥ ~30% plus Z≥2.5 to call it a Strong signal.
Final notes (instrument & timeframe)
These percentages were calibrated for futures/US indices and short intraday bars (1–5m).
For FX or low-tick instruments, use absolute ticks + a smaller P threshold (start at 15–20%).
Always backtest on the specific instrument/timeframe and tune thresholds.
If you want, I’ll generate a tiny script (Python or Pine) that calculates P and Z and flags Good/Strong/Elite signals for your chart history so you can see exact historical hit rates. Which language (Python or Pine)?
You said:
so if we have 456 g vs 350 r what pct is that in favour of green?
ChatGPT said:
Perfect — let’s calculate it carefully, digit by digit so we don’t make a slip.
We have:
Green (buy) volume = 456
Red (sell) volume = 350
We want to know what percentage is in favor of green, relative to the total volume.
Step 1. Compute total volume
Total
=
456
+
350
=
806
Total=456+350=806
Step 2. Compute green’s share
\text{Green %} = \frac{456}{806} \times 100
Now do it precisely:
456
÷
806
=
0.565506
456÷806=0.565506 (rounded)
So:
0.565506
×
100
=
56.55
%
0.565506×100=56.55%
Step 3. Compute red’s share (for context)
350
806
=
0.434494
→
43.45
%
806
350
=0.434494→43.45%
Step 4. Compute difference (bias toward green)
56.55
%
−
43.45
%
=
13.10
%
56.55%−43.45%=13.10%
✅ Final answer:
Green = 56.6% of total
Red = 43.4% of total
Bias = +13.1 percentage points in favor of green
So that’s only a 13% advantage to buyers — modest pressure, not a dominant imbalance.
For a high-probability signal (as we discussed earlier), you generally want ≥30% imbalance (e.g. ~65/35 split or stronger).
Original:
''The Volume Bubbles & Liquidity Heatmap indicator is a powerful trading tool designed to give traders a clearer picture of volume dynamics and liquidity distribution across multiple timeframes. By combining dynamic volume bubbles with a liquidity heatmap, this indicator makes it easy to identify areas of price interest, spot market imbalances, and improve decision-making for both scalpers and swing traders.
This trading indicator is ideal for volume traders, price action traders, and liquidity-focused traders who need a clean, multi-dimensional view of buyer/seller activity and the zones where market participants are most active. With full customization over bubble display, timeframes, and visual settings, traders can tailor the tool to fit virtually any trading strategy or market.''
Boxes & Lines### Boxes & Lines Indicator
This indicator overlays horizontal lines, vertical lines, and boxes on the chart to highlight user-defined sessions, opening prices, and specific times. It supports up to 10 customizable instances each for opening prices, time markers, and session ranges. The source code is protected to preserve the implementation details, but the functionality is designed to provide flexible visual aids for intraday analysis on timeframe.isintraday charts.
#### Purpose
The script allows traders to mark key intraday periods with visual elements such as price lines from session opens, dotted vertical lines at specific times, and boxed ranges with optional projections, mid-levels, equilibrium lines, and point counts. It uses a selected timezone to align elements accurately across different symbols.
#### How It Works
- **Custom Opening Prices (COP)**: Draws horizontal lines at the opening price of specified sessions, extending to the session end or a custom point. Each can be enabled individually with a session time and color.
- **Custom Times (CT)**: Places dotted vertical lines at user-defined times, extending across the chart height. Supports up to 10 with unique colors.
- **Custom Sessions (CS)**: Creates boxes for session ranges, updating dynamically with high/low extremes. Options include:
- Background and border colors with adjustable border width.
- Projections: Extends levels beyond the box based on session range (e.g., full range or half for anchored modes).
- Mid-levels: Short horizontal lines at halfway points between projections.
- Equilibrium (EQ) Line: A dotted line at the session midpoint, optionally extended to a custom end time.
- Point Count: Labels the session range in points (using syminfo.mintick).
- Anchoring: Optionally bases projections on a separate anchor time's open instead of the session's range.
The script uses functions like request.security_lower_tf() for minute-level data and custom string handling for session parsing. It resets visuals at session starts and updates in real-time during active sessions.
#### How to Use
1. Add the indicator to your chart.
2. In the inputs:
- Select a **Timezone** from the dropdown (default: UTC-4) to match your market.
- For each **Custom Opening Price (1-10)**: Enable "Show Custom Opening Price X", set the session (e.g., '0900-1400'), and choose a color.
- For each **Custom Time (1-10)**: Enable "Mark Custom Time X with Vertical Line", set the time (e.g., '0900-0905'), and choose a color.
- For each **Custom Session (1-10)**: Enable "Plot Custom Session X", set the session time (e.g., '0900-1700'), and configure:
- Background and border colors, border size.
- Number of projections (default: 3).
- Toggles for projections, mid-levels, EQ line, point label, and EQ extension.
- Optional anchoring with a separate anchor time.
3. Apply changes; visuals appear on intraday timeframes during or after specified sessions.
This indicator is original and intended as a tool for visualizing time-based structures. It does not generate signals or provide trading advice. Test on historical data to understand behavior on your symbols. Updates may include release notes for any changes.
Triple Close Indicator (TCI)Triple Close Indicator (TCI)
Overview:
The Triple Close Indicator (TCI) is a trend-following and entry signal tool designed to simplify market decision-making. Using a 50-period moving average (MA) as the primary trend filter, TCI identifies consecutive close patterns to generate high-probability bullish and bearish entry signals. Its clean design ensures minimal chart clutter while highlighting actionable points.
How It Works:
Trend Identification
The 50 MA is the core trend filter:
Price above 50 MA → bullish trend
Price below 50 MA → bearish trend
Signal Lines (Green/Red Lines)
Green Line: Marks every 3rd consecutive higher close
Red Line: Marks every 3rd consecutive lower close
Signal lines extend 6 bars forward for reference
Users can customize line width, transparency, and style (solid/dotted)
Entry Signals (Triangles)
Bullish Entry:
Green line above 50 MA → look for a candle closing above this line within the next configurable lookback window (default 5 bars)
Red line above 50 MA → if a candle closes above this line within the lookback window, bullish entry is triggered
Bearish Entry:
Red line below 50 MA → look for a candle closing below this line within the lookback window
Green line below 50 MA → if a candle closes below this line within the lookback window, bearish entry is triggered
Visuals
50 MA line – yellow, main trend filter
Signal lines – green/red with customizable width, transparency, and style
Entry triangles – lime for bullish, red for bearish
Alerts are available for real-time notifications
How to Use Effectively:
Trend Confirmation
Only take long entries above 50 MA and short entries below 50 MA
Avoid counter-trend entries to reduce false signals
Signal Validation
Wait for a candle close beyond the signal line to confirm the entry
Use the configurable lookback window to capture the most recent valid candle
Combine with Other Filters (Optional)
Use volume, ATR, or RSI to filter low-probability setups
Multi-timeframe analysis can enhance signal reliability
Alerts
Use built-in TradingView alerts for real-time execution
Customize messages for notifications on mobile, email, or webhook
Inputs & Customization:
MA Type & Length: Choose SMA, EMA, WMA, or VWMA for 50 MA
Signal Line Colors: Green (bullish), Red (bearish)
Line Width & Transparency: Adjust visual clarity
Line Style: Solid or Dotted
Lookback Window: Number of bars to check for valid entry after a signal line
Best Practices:
Use higher timeframes (1H, 4H, daily) for more reliable signals
Avoid trading in tight consolidation zones; the indicator works best in trending markets
Combine with risk management: define stop-loss below/above signal lines or ATR multiples
Wyckoff Order Block ScannerThis script scans for order blocks. An order block in the bullish case is a red candle that leads to two upward candles with a FVG inbetween, and in the bearish case, it's a bullish candle that leads to two downward candles with a FVG inbetween.
Multi-Confluence MTF S/R Signal5 Confluences:
RSI - Detects oversold/overbought conditions with momentum
MACD - Confirms trend direction and momentum shifts
Moving Average Trend - Validates price position relative to 50 SMA and 20 EMA
Volume - Ensures strong participation (1.5x average volume)
Price Action - Confirms breakout (higher high for buys, lower low for sells)
Features:
Green triangles below bars = BUY signal (all 5 confluences bullish)
Red triangles above bars = SELL signal (all 5 confluences bearish)
Background coloring when signals occur
Real-time dashboard showing each confluence status
Built-in alerts you can enable
Customizable parameters for all indicators
Multi-Timeframe Features:
Higher Timeframe Analysis (Default: 60 min)
HTF Trend - Checks if price is above/below moving averages on higher timeframe
HTF MACD - Confirms momentum direction
HTF RSI - Validates not overbought/oversold
Signal Types:
Strong Signals (Full triangles with text)
✅ All 5 current timeframe confluences aligned
✅ Higher timeframe confirmation (2 of 3 HTF conditions)
GREEN "BUY" or RED "SELL" labels
Weak Signals (Small transparent triangles with "?")
✅ All 5 current timeframe confluences aligned
❌ NO higher timeframe confirmation
Use with caution - may signal counter-trend trades
Dashboard Updates:
Shows Current Timeframe section (all 5 confluences)
Shows HTF status (your chosen higher timeframe)
Displays final signal strength
Customizable Settings:
Enable/Disable MTF - Toggle multi-timeframe confirmation
Higher Timeframe - Choose any timeframe (15m, 60m, 4H, D, etc.)
Require HTF - Force HTF confirmation or allow weak signals
Alerts:
Strong Buy/Sell - Full confirmation
Weak Buy/Sell - No HTF confirmation
