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Indice de Volume Cumulatif (CVI)

Volatility-Adjusted Supply & Demand Zones [Footprint]Volatility-Adjusted Supply & Demand Zones Overview Most supply and demand indicators draw zones based on price structure alone — a strong candle appears, a box gets painted, and every zone looks equally valid. This indicator takes a different approach: it sizes and scores every zone using ATR-based volatility, then validates each zone using real order flow data pulled from the bar's volume footprint. The result is a layer of institutional context that price-only zone detectors cannot provide. The indicator detects displacement candles whose bodies exceed a user-defined ATR multiple, assigns each zone a composite strength score derived from body size and relative volume, and then cross-references the zone's origin bar against footprint delta — the net difference between aggressive buying and aggressive selling — to classify each zone as confirmed, weak, or mitigated. Zones where order flow agreed with the directional move are rendered at full opacity. Zones where delta contradicted the move are faded, acting as a caution signal rather than a confident level. A built-in performance heatmap tracks historical win rates and delta confirmation rates across five strength bins so you can calibrate inputs to your instrument over time. How it works Zone detection On each bar the indicator computes ATR and compares the candle body size against it. If the body exceeds the displacement threshold (ATR × Displacement Multiplier), the bar is flagged as a displacement move. A pending zone is created at the candle's proximal edge and held in a queue. The zone is only confirmed after price has moved away cleanly for a user-defined number of bars without re-entering the candidate range. If price re-enters during the waiting period, the candidate is discarded. bodySize = math.abs(close - open) dispRatio = bodySize / atr isStrongMove = dispRatio > displacementMult Zone height is fixed at the time of detection: ATR × Zone Width Multiplier, measured from the proximal edge of the displacement candle inward. Demand zones extend downward from the candle high; supply zones extend upward from the candle low. Strength score Each zone carries a strength score calculated from the body-to-ATR ratio and the bar's relative volume (volume divided by its moving average). Multiplying these two factors rewards moves that were both large in price terms and accompanied by elevated volume. relVol = volume / ta.sma(volume, volLengthInput) strengthScore = dispRatio * math.sqrt(relVol) The score is displayed on the zone label and used to bin zones into the statistics table. Footprint delta confirmation The indicator calls request.footprint() once per bar to obtain the volume footprint for the displacement candle. It reads the bar-level delta (net aggressive buying minus selling), and also inspects the Point of Control (POC) row for directional imbalance. A demand zone is delta-confirmed when the origin bar shows net buying (delta > 0). A supply zone is confirmed when the origin bar shows net selling (delta < 0). When delta contradicts the zone direction, the zone is rendered at the Weak Zone Transparency level as a visual warning. Zones whose POC row has a confirming buy or sell imbalance are marked with a ⚡ symbol on their label, indicating that the most-traded price level within the bar showed a pronounced one-sided order flow skew. Visual encoding Full-opacity zone — footprint delta confirmed the zone direction. Treat as a standard level. Faded zone (Weak Zone Transparency) — delta contradicted the zone direction. Approach with caution; order flow did not support the move. Heavily faded zone (Mitigated Transparency) — price has since closed through the far edge of the zone. The level has been invalidated. ⚡ label marker — the POC row of the origin bar showed a confirming imbalance, suggesting concentrated institutional activity at the most-traded price. Inputs Detection ATR Length — lookback period for ATR, which controls zone width, displacement sensitivity, and reaction targets across the entire indicator. Lower values (e.g. 7) make ATR respond faster to recent volatility, producing narrower zones on quiet bars. Higher values (e.g. 21) smooth out spikes for more consistent sizing. Default: 14. Displacement Multiplier — minimum candle body size as a multiple of ATR required to qualify as a displacement move. Lower values (e.g. 0.5) detect more zones including smaller impulses. Higher values (e.g. 1.5–2.0) filter down to only the most explosive candles. Default: 1.0. Volume MA Length — lookback period for the volume simple moving average used to compute relative volume. Lower values (e.g. 10) make the baseline adapt quickly so only larger surges register. Higher values (e.g. 50) treat moderate volume increases as more significant. Affects the strength score only, not zone placement. Default: 20. Zone Width ATR Multiplier — height of each zone expressed as a multiple of ATR at detection. Lower values (e.g. 0.3) produce tight zones that require a precise re-entry. Higher values (e.g. 1.0) tolerate wider wicks before a touch is registered. Default: 0.5. Confirmation Bars — number of bars price must hold outside the zone after the displacement candle before the zone is drawn. Lower values (e.g. 1–2) capture zones faster but allow more false starts. Higher values (e.g. 5+) require a sustained move away and reduce noise. Default: 3. Volume Footprint Ticks Per Footprint Row — price range of each footprint row in ticks. Smaller values (e.g. 10–25) produce more granular rows and more detailed POC detection. Larger values (e.g. 200–500) aggregate into fewer rows and run faster. Match to your instrument: for ES futures (0.25 pts/tick), 100 ticks = 25 points per row; for BTC (0.10/tick), 1000 ticks ≈ $100 per row. Default: 100. Value Area % — percentage of total bar volume that defines the Value Area, following standard market profile convention. Raising this widens the VA; lowering it tightens it. Default: 70. Imbalance Threshold % — how much a row's buy volume must exceed the row below's sell volume (or vice versa) to be flagged as imbalanced. At 300%, buy volume must be 3× the adjacent row's sell volume. Lower values (e.g. 150%) flag more imbalances; higher values (e.g. 500%) flag only extreme skews. Default: 300. Show Delta on Zone — when enabled, the zone label includes the footprint delta direction (▲/▼) and size in thousands at the origin bar. Disable to show only the strength score. Default: on. Highlight Imbalanced Zones — when enabled, zones whose origin bar POC row has a confirming directional imbalance are marked with ⚡ in the label. Disable to suppress imbalance detection entirely. Default: on. Statistics Show Performance Heatmap — toggles the heatmap table in the top-right corner. The table groups zones into five strength bins and shows demand win rate, supply win rate, total zone count, and delta confirmation rate per bin, colour-coded from red (low) to green (high). Default: on. Reaction Target (ATR) — how far price must move away from a zone after touching it to count as a successful reaction, in ATR multiples. Lower values (e.g. 0.5) count small bounces as wins; higher values (e.g. 2.5–3.0) require meaningful moves. Affects statistics only — does not resize zones. Default: 1.5. Style Demand Color — fill and border colour for demand zones. The opacity set in the colour picker controls baseline transparency; delta-confirmed zones render at this opacity while weak zones are additionally faded. Default: green at 60% transparency. Supply Color — fill and border colour for supply zones. The same transparency layering applies as demand zones. Default: red at 60% transparency. Weak Zone Transparency — transparency applied to zones where footprint delta contradicts the zone direction. Higher values (closer to 100) make weak zones nearly invisible. Lower values keep them visible as a caution marker. Default: 82. Mitigated Transparency — transparency applied after a zone is invalidated by price closing through its far edge. Higher values clean up the chart; lower values retain mitigated zones as historical context. Default: 90. Usage notes Before trusting any zone, check the label: a ▼ delta on a demand zone or ▲ delta on a supply zone means aggressive order flow did not support the move. Wait for additional confirmation before entering against the zone. The ⚡ marker identifies zones where the most-traded price level within the displacement bar showed a one-sided imbalance. These levels represent potential areas of concentrated institutional activity and may produce stronger reactions than unmarked zones. Use the performance heatmap to calibrate your displacement and volume inputs. If the highest-scoring bins (6–8, 8+) are showing low win rates for your instrument, the displacement multiplier may be too low and is capturing impulsive but unsustained moves. The Δ Conf% column in the heatmap shows what fraction of zones in each strength bin had confirming delta. If high-strength zones show low confirmation rates on your instrument, consider whether a different timeframe or session gives more reliable footprint data. Footprint data requires a TradingView subscription tier that provides volume footprint access. On instruments or timeframes where footprint is unavailable, delta values display as "Δ n/a" and all zones default to confirmed status so zone detection still functions. Ticks Per Footprint Row is the most instrument-sensitive input. Set it too small and computation overhead increases; set it too large and POC imbalance detection loses resolution. For equity index futures, 50–100 ticks per row is a reasonable starting range. Mitigated zones (heavily faded) mark levels where price has already broken through. They are kept visible by default as historical reference but can be hidden completely by setting Mitigated Transparency to 100. This indicator does not generate entry signals. It identifies structural levels with order flow context. Combine it with a trigger mechanism — a lower-timeframe confirmation candle, a momentum signal, or a volume surge — before committing to a trade.
Indicateur Pine Script®
par jabez4jc
Volume Footprint [Simplifyed]Volume Footprint Overview Most volume indicators tell you how much was traded. This indicator tells you who won . Volume Footprint displays the order flow breakdown inside every bar — how many contracts were bought aggressively versus sold aggressively at each price level — so you can see where institutional participation is concentrated and whether that participation is consistent with the direction price actually moved. The core insight is simple: price only moves when effort fails to produce a result. A bar dominated by sell orders that still closes higher is not bearish — it is a sign that passive buyers absorbed every aggressive seller. The next move is likely up. This script surfaces those inefficiencies directly on your chart. Requires a TradingView Premium or Ultimate plan for the request.footprint() API. How it works The script requests a full footprint for each bar via Pine Script v6's native request.footprint() call. Each bar is divided into rows based on a user-defined tick width. Every row shows its delta — the net difference between aggressive buy volume and aggressive sell volume at that price level. footprint fp = request.footprint(i_ticks, i_va, i_imbal) float barDelta = fp.delta() array rows = fp.rows() Six signal types are derived from that data: Bear Trap (green label) — the majority of sell-delta rows are clustered in the bottom third of the bar. Sellers entered at the lows and were absorbed. Their break-even stop is the bar's POC. Bull Trap (red label) — the majority of buy-delta rows are clustered in the top third of the bar. Buyers entered at the highs and were absorbed. Their break-even stop is the bar's POC. Squeeze Up / Squeeze Down (diamond) — price crosses through a Vulnerability Line drawn at a prior trap bar's POC. Trapped participants hit their stops and accelerate the move. Ineff Sell / Ineff Buy (circle) — bar delta is negative but the candle closed up (or vice versa). Effort did not produce the expected result. The aggressive side is exhausted. Vulnerability Line (dashed) — a horizontal line extending from each trap bar's POC. This is the trapped trader's break-even level. It turns dotted when consumed by a Squeeze signal. Iceberg Row (bright border) — a row where total volume exceeds a multiple of the bar's average row volume. Signature of a passive institutional limit order silently absorbing aggression. Bar rows are coloured by delta direction: teal for net buying, red for net selling. Row opacity scales with volume when the gradient mode is enabled. The Value Area (the range of rows containing a user-defined percentage of total bar volume) receives a gold border. The POC row receives an orange border. The bar delta label at the bottom of each bar shows the net delta, volume context (FRESH / EXIT up / EXIT down), and a summary of imbalance counts. A star prefix (★) on trap labels means the trap fired at the edge of the recent N-bar range — the highest-conviction location. Inputs Footprint Ticks per Row — controls the price granularity of each footprint row. One tick equals syminfo.mintick. Lower values (e.g. 10) produce more rows and finer detail but consume more drawing objects; higher values (e.g. 500) produce fewer, coarser rows. Target approximately 25 rows per bar. Use the "ATR Ticks Hint" value in the Data Window as a starting point. Default: 100. Value Area % — the percentage of total bar volume used to define the Value Area. The standard market profile convention is 70. Raising this to 90 widens the highlighted region; lowering it to 50 tightens it to only the highest-volume core. Default: 70. Imbalance Threshold % — a row is flagged as having a buy imbalance when its buy volume exceeds this percentage of the row below's sell volume (and vice versa for sell imbalance). At 300%, a row needs 3× the adjacent row's opposing volume to qualify. Lower values (e.g. 150) produce more frequent imbalance markers; higher values (e.g. 500) flag only extreme stacking. Default: 300. Signals Fresh/Exit Range (bars) — the lookback window used to classify whether the current bar is in the middle of the recent range (FRESH — new institutional entry) or at its extremes (EXIT — take-profits or stops). A value of 20 uses the prior 20 bars. Shorter lookbacks (e.g. 5) react to recent swings; longer lookbacks (e.g. 50) classify against a broader structural range. Default: 20. Iceberg Threshold (x avg row vol) — a row is highlighted as an iceberg when its volume exceeds this multiple of the bar's average row volume. At 3.0×, a row needs three times the average to qualify. Lower values (e.g. 2.0) highlight more rows; higher values (e.g. 6.0) flag only the most extreme absorption events. Default: 3.0. Candle Shape Filter for Traps — when enabled, a Bear Trap additionally requires a hammer candle (lower wick at least 2× the body, upper wick at most 0.5× the body) and a Bull Trap additionally requires a shooting-star candle. This reduces signal frequency and increases precision. Disable it on instruments where wick structure is less reliable (e.g. crypto with frequent spikes). Default: off. Display Value Area Highlight — draws a gold border on rows within the Value Area. Default: on. POC Highlight — draws an orange border on the Point of Control row (highest volume row in the bar). Default: on. Imbalance Markers — plots a small triangle at the top or bottom of rows with a buy or sell imbalance. Default: on. Bar Delta Label — displays a label below each bar showing total bar delta, volume context, and dominant imbalance count. Default: on. Trap Signals — shows Bear Trap and Bull Trap labels on qualifying bars. A ★ prefix indicates the trap fired at a range edge. Default: on. Vulnerability Lines — draws a dashed horizontal line at each trap bar's POC, extending to the right until consumed by a Squeeze signal. Default: on. Squeeze Signals — plots a label when price crosses through a Vulnerability Line, triggering forced exits from trapped participants. Default: on. Efficiency Signals (Effort vs Result) — plots Ineff Sell and Ineff Buy labels when delta direction and candle direction disagree. Default: on. Volume Gradient — when enabled, each row's background opacity scales with its share of total bar volume, making high-volume rows visually heavier. When disabled, all rows use a flat background colour. Default: off. Label Size — sets the text size of row delta labels. Options: tiny, small, normal. Default: tiny. Usage notes Read the "ATR Ticks Hint" value from the Data Window before setting Ticks per Row. Divide the hint by 25 to find a starting point that yields approximately 25 rows per bar. Too few rows (under 10) loses resolution; too many rows (over 40) consumes drawing objects rapidly and shows only the last few bars in full detail. Full footprint detail (boxes and labels) is limited to approximately the last 13 bars due to drawing object limits (500 boxes, 500 labels). All signals — traps, squeezes, efficiency — are plotted on all historical bars via plotshape and barcolor, so you can scroll back to review signal history without losing them. Treat the ★ trap label as higher conviction than an unmarked trap. A trap firing in the middle of a range has less context than one firing at a structural high or low where stops are naturally clustered. A Vulnerability Line turning dotted is the Squeeze confirmation. The price crossing the line is the mechanical event; the line changing style is its visual acknowledgement. Monitor open Vulnerability Lines for potential squeeze setups forming over multiple bars. Ineff Sell and Ineff Buy signals are strongest when they appear in the FRESH zone (bar label shows "FRESH"), meaning institutional participants entered mid-range and their effort failed. Efficiency signals in EXIT zones are more ambiguous — they may simply reflect profit-taking. A row with a bright iceberg border is a price level to watch on subsequent bars. Institutions building positions via iceberg orders at a specific level tend to defend that level on retests. This indicator requires one request.footprint() call per script. You cannot combine it with other scripts that also use request.footprint() on the same chart due to Pine Script's single-footprint-per-indicator constraint. Recommended pairings Volume Footprint is most effective when combined with a structural context tool — a supply and demand zone indicator or a swing high/low marker — so you can confirm whether trap and squeeze signals are firing at meaningful price levels. A session volume profile (VPVR) on the same chart helps identify whether the current bar's POC aligns with a broader high-volume node or is isolated.
Indicateur Pine Script®
par jabez4jc
CTZ Liquidity + Footprint [Pro]Before writing the description, a few genuine improvements worth making first: The `biasChartLabel` block has a scoping issue — `label.delete` and `label.new` are inside `barstate.islast` which means the label gets deleted and redrawn every tick on the realtime bar, causing flicker. Also the `CONFIRM_BARS` variable should be an input so users can tune it. Small things but worth fixing before publishing.Good. Now the description: --- **Liquidity + Footprint ** A professional order flow and liquidity analysis tool that combines institutional concepts with real-time volume delta to give you a directional bias on any timeframe — not just levels, but a read on where price is likely to go next. --- **What it does** Most indicators tell you where price has been. This one synthesises eight independent market conditions into a single Confluence Bias Engine that scores the current bar and outputs a directional label — BULL BIAS, BEAR BIAS, STRONG BULL, STRONG SHORT, or EQUAL — directly on your chart. The bias only confirms after holding for a user-defined number of consecutive bars, filtering out single-candle noise. --- **Features** **Liquidity Pools** — Auto-detects buy-side (BSL) and sell-side (SSL) liquidity using confirmed swing pivots. Levels are marked as intact or swept, capped at your chosen maximum so the chart stays clean. **Order Flow Delta** — Estimates buy and sell volume on every candle using the wick-body split method. Labels only appear on genuinely imbalanced candles above your threshold, suppressing the noise on low-volume bars. **CVD Divergence** — Cumulative Volume Delta divergence fires only at confirmed pivot-to-pivot comparisons, not on every bar. A rising CVD against falling price is the early warning of seller exhaustion. **Equal Highs / Equal Lows (EQH/EQL)** — Marks double tops and double bottoms where stop-loss clusters accumulate. Uses pivot matching rather than rolling bar comparison so signals are meaningful, not constant. **Fair Value Gaps** — Highlights bullish and bearish imbalance zones (gaps between candle bodies) that price tends to return to fill. **VWAP + Standard Deviation Bands** — Rolling VWAP with 1σ and 2σ bands as a volume profile proxy. Price position relative to VWAP feeds directly into the bias score. **Confluence Bias Engine** — Scores seven conditions every bar: delta direction, CVD slope, price vs VWAP, nearest liquidity magnet, EMA trend alignment, CVD divergence, and high-volume node confirmation. The smoothed score must hold for N bars before the bias label flips, preventing false signals on choppy price action. **Live Target** — The nearest unswept liquidity level in the bias direction is displayed on the chart with distance as a percentage from current price. --- **The HUD** The information panel in the top-right shows: current bias label and score, all seven condition readings, nearest target level, distance to target, and sell/buy ratio. Everything updates in real time on the last bar. --- **How to use it** Use the 24H or 4H to establish the macro bias — this is your direction filter. Drop to the 1H or 15m to time entries in that direction. When the bias engine on the higher timeframe reads STRONG BEAR and the target label is pointing at an unswept SSL, that level becomes your price objective. Wait for CVD divergence near that level as confirmation the sweep is exhausting before looking for a reversal. The indicator does not repaint. All signals are based on confirmed bars except the real-time delta background which updates on the current candle. --- **Settings** All features can be toggled independently. Key settings to tune per timeframe: Swing Lookback (higher on daily, lower on intraday), EQH/EQL Tolerance (0.2–0.5% works well on most pairs), Delta Label Threshold (raise to 0.7+ on low-volume timeframes), and Bars to Confirm Bias Flip (3 is default, raise to 5 on noisy pairs).
Indicateur Pine Script®
par CryptoTradingZone
Advanced CVD Div by E3KE3K CVD Div — Cumulative Volume Delta Divergence Detector This indicator calculates Cumulative Volume Delta (CVD) from intrabar data and detects divergences between price action and order flow across higher timeframe periods. What it does Price makes a new high, but buyers aren't actually in control — or price sweeps a low, but sellers aren't really there. This indicator catches those moments by comparing price extremes against CVD extremes across HTF periods, exposing the disagreement between what price shows and what volume confirms . How it works - CVD is built from lower-timeframe delta (buy vs. sell volume), giving you true intrabar precision — not just close > open approximations on your chart timeframe - Each HTF period (auto-selected or manual) tracks CVD and price highs/lows independently - When a new HTF period's price extreme exceeds the prior period but CVD fails to confirm, a divergence is flagged - Supports both 2-period and 3-period divergence patterns for deeper structural reads Two detection methods - HTF Sweep — Only fires when price wicks beyond a prior HTF high/low (body stays inside). Fewer signals, higher conviction. Designed for sweep-and-reverse setups. - All — Flags any directional disagreement between price and CVD across HTF periods. More signals, includes hidden divergences. Key features - High-precision CVD candles with proper wicks (built from LTF data — auto-selects appropriate resolution) - Divergence strength scoring (0–1) with adjustable minimum threshold - Separate bull/bear divergence colors with strength-based opacity - Optional volume confirmation filter (requires above-average volume) - Optional rejection candle filter (wick ≥ 60% of bar range) - Delta spike detection — highlights statistical outlier bars (configurable σ threshold) - Divergence expiry — auto-removes stale signals after N bars - Configurable CVD anchor (continuous, daily, weekly, monthly) - HTF alignment boxes to visualize period boundaries - Rich alerts with strength, pattern type, method, ticker, and timeframe context Recommended use Works on any instrument with volume data. Best on liquid markets (futures, crypto, large-cap equities). Pair with price structure — divergences mark where smart money disagrees with price, but timing depends on your setup. Credits Original concept by cdikici71 & tncylyv — original script . Refactored and extended by Euro3000 — Pine v6, typed architecture, precision CVD engine, sweep-aligned divergences, and signal filtering.
Indicateur Pine Script®
par Euro3000
CVD IQ [TradingIQ]Hello Traders! 🔹 CVD IQ CVD IQ is a delta-driven analytical tool designed to reveal how aggressive buying and selling activity translates into price movement. Instead of relying purely on price, this indicator reconstructs order flow dynamics using lower timeframe data , allowing you to see: Where did the pressure come from… and how efficiently did it move price? It focuses on answering a deeper question: Was the move driven by real participation, or was it inefficient, absorbed, or divergent? aggressive buy vs sell activity (CVD) price vs delta divergences efficiency of price movement relative to flow cost of moving price (delta per tick) absorption and imbalance conditions multi-scale flow analysis (bar, day, swing) classic divergence detection (RSI style) 🔹 What the indicator shows 🔸 Cumulative Volume Delta (CVD) CVD is built using lower timeframe data to approximate aggressive buying and selling. This allows you to track: whether buyers or sellers are in control how much pressure is building over time when participation is increasing or fading 🔸 IMMEDIATE Divergence detection (Classic & Cost Models) The indicator detects when price and delta are out of sync . Classic divergence highlights: price making new highs while delta weakens price making new lows while delta strengthens potential exhaustion or reversal conditions Cost-based divergence goes further by evaluating: how much delta was required to move price whether moves are becoming more or less efficient hidden weakness in “expensive” price movement This shifts your perspective from: “price is moving” to: “how much effort did it take to move price?” 🔸 CVD Cost Per Tick (Efficiency Analysis) One of the most important features. The indicator measures: Delta per tick = how much aggressive volume was required to move price This allows you to identify: efficient moves (low cost → strong response) inefficient moves (high cost → weak response) potential exhaustion when cost rises sharply Each swing is classified into categories like: Very High Cost High Cost Normal Cost Low Cost Very Low Cost High cost often signals absorption or resistance from opposing liquidity . 🔸 Swing-based flow analysis The indicator breaks market structure into swings and evaluates: delta across each swing cost of movement between pivots relative efficiency vs previous swings This helps you understand: whether trends are strengthening or weakening if continuation is becoming harder when liquidity is likely opposing the move 🔸 Delta-Implied Close (Expected Price) The script estimates where price should have closed based on delta. This gives insight into: whether price overperformed or underperformed relative to flow hidden absorption when price fails to match delta inefficiencies between participation and result Important Note This model is adaptive and continuously updates based on changing market conditions. It is not a predictive engine, but rather a framework for interpreting how order flow is currently interacting with price. 🔸 Delta Analysis Table (Bar / Day / Swing) A live table provides a structured breakdown of flow and price response across three contexts: current bar current day current swing It includes: aggressive buy & sell volume buy/sell percentages net delta imbalance ratios price movement in ticks close position within range delta cost per tick cost classification absorption detection This allows you to quickly answer: Who is in control, and is price responding properly? 🔹 Table Overview Metric Name of the metric shown in each row. Bar Value calculated for the current bar only. Day Value accumulated from the start of the current day. Swing Value accumulated from the start of the current swing. 🔹 Flow Aggressive Buys Total buy-side market order volume. Higher values indicate stronger buying pressure. Aggressive Sells Total sell-side market order volume. Higher values indicate stronger selling pressure. Buy % Percentage of total aggressive volume coming from buyers. Higher values indicate buy-side dominance. Sell % Percentage of total aggressive volume coming from sellers. Higher values indicate sell-side dominance. Net Delta Aggressive buys minus aggressive sells. Positive values favor buyers, negative values favor sellers. Imbalance Ratio Relative dominance between buyers and sellers, expressed as a multiple. Higher values indicate stronger directional control. 🔹 Price Response Total Aggression Combined aggressive buy and sell volume. Represents total market participation. Bar Tick Move Price movement measured in ticks. Shows how far price moved over the period. Close Position Where price closed within its range. Higher values mean the close is nearer the high, lower values nearer the low. 🔹 Efficiency & Cost Delta Cost / Tick How much delta was required to move price by one tick. Higher values indicate less efficient movement and potential absorption. Cost Classification of how expensive the move is relative to recent conditions. High cost suggests resistance or absorption, low cost suggests efficient movement. Ticks per 1k Delta Number of ticks price moved per 1000 delta. Higher values indicate more efficient price movement. Price Move per 1k Delta Actual price movement per 1000 delta. Higher values indicate stronger price response to order flow. 🔹 Delta-Based Expectations Delta-Implied Close The price level where the bar would be expected to close based on the underlying delta. Move Ratio Actual price movement relative to the delta-implied move. 1.0 = expected response 1.0 = stronger than expected <1.0 = weaker than expected 🔹 How to read it Each component provides a different layer: CVD → who is active Divergence → when price and flow disagree Cost → how efficient the move is Table → structured confirmation across contexts Together, this shifts your thinking from: “price moved up” to: “buyers were aggressive - but did price actually respond?” 🔹 Example interpretations strong delta + efficient move → clean continuation strong delta + weak move → absorption rising cost over time → trend weakening divergence signals → potential reversal or trap low cost + expansion → strong directional move 🔹 Why this indicator is useful It gives you: participation behind price context for whether moves are efficient early detection of exhaustion or absorption a way to quantify “effort vs result” multi-timeframe flow insight (bar, day, swing) 🔹 Best use cases confirming trend strength identifying weak breakouts spotting absorption at key levels analyzing liquidity interaction enhancing price action or liquidity-based models 🔹 Important note This script uses lower timeframe data to approximate aggressive volume. This means: accuracy depends on data availability different symbols may behave differently lower timeframe selection impacts results 🔹 Inputs you can customize lower timeframe for CVD calculation divergence models (Classic / Cost / Both) divergence sensitivity (small, medium, large swings) cost structure length and thresholds visual styling and colors delta analysis table size Closing Notes CVD IQ is built to show the relationship between participation and outcome . As always, thank you TradingView!
Indicateur Pine Script®
par Trading-IQ
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Trade Intelligence Dashboard// ============================================================================= // INDICATOR DESCRIPTION // ============================================================================= // Name : Trade Intelligence Dashboard // Version : Pine Script v6 // Type : Indicator (overlay) // Author : Built with Claude (Anthropic) — designed as a universal debug tool // Instruments : NQ, MNQ, ES, MES, SPY, QQQ, Stocks — any instrument // Timeframes : Works on all timeframes // ============================================================================= // // OVERVIEW // -------- // The Trade Intelligence Dashboard is a standalone indicator designed to give traders // a comprehensive at-a-glance view of market conditions across 9 independent // analysis sections, all displayed in a single clean horizontal table at the // bottom of the chart. It is instrument-agnostic and works with any strategy — // not just the VWAP + CVD strategy it was originally built alongside. // // The panel is designed to support real-time trading decisions by surfacing // the most important technical and structural information in one place, color // coded for instant interpretation — no hunting through multiple indicators // or panels. // // Because it is a standalone indicator it can be added or removed from any // chart independently without affecting any strategy script. This makes it // ideal for live trading sessions where you want maximum information density, // and easy to remove during backtesting when a clean chart is preferred. // // ============================================================================= // LAYOUT // ============================================================================= // // The panel displays as a horizontal table across the bottom of the chart // with 10 columns and 9 rows: // - Column 0 : Instrument info (always visible, cannot be toggled) // - Columns 1–9 : Analysis sections (each independently toggleable) // - Row 0 : Section headers (shaded with Section Header Background color) // - Rows 1–8 : Metric labels and values // // When a section is toggled off its column disappears and all remaining // columns shift left automatically — the table always stays compact and clean // regardless of how many sections are active. // // ============================================================================= // SECTIONS // ============================================================================= // // INSTRUMENT (Col 0 — always visible) // ------------------------------------ // Displays the selected instrument preset, point value, current price, daily // change in points, and daily change as a percentage. The instrument preset // dropdown auto-fills the correct point value for dollar-value calculations // displayed throughout the panel. // Presets: NQ (20), MNQ (2), ES (50), MES (5), SPY/QQQ/Stock (1) // // VWAP (Col 1) // ------------ // Shows the relationship between price and session VWAP. Metrics include: // Above/Below status, distance in points, distance as percentage, VWAP value, // and dollar distance from VWAP (using point value). Green when price is above // VWAP, red when below. // // TREND (Col 2) // ------------- // Displays the current trend direction (Up/Down/Flat), whether the trend is // strong enough to trade (based on ATR multiple threshold), trend strength in // points, and trend strength expressed as an ATR multiple. Green for bullish, // red for bearish, white for flat/neutral. // // ATR & VOLATILITY (Col 3) // ------------------------ // Shows the current ATR value, ATR as a percentage of price, volatility // condition (OK or Low based on minimum ATR % floor), ATR dollar value // (ATR × point value), and ATR direction with percentage change from the // previous bar. Useful for understanding whether current conditions are // favorable for momentum trades. // // CVD — Cumulative Volume Delta (Col 4) // -------------------------------------- // Displays the session CVD value (resets each day when session reset is // enabled), CVD threshold, overall CVD direction (Bullish/Bearish/Neutral), // CVD position relative to threshold (Above/Inside/Below), and the session // reset status. Green for bullish CVD, red for bearish, yellow for neutral/ // inside threshold. Note: CVD uses bar direction as a proxy for true delta // since bid/ask volume is unavailable in Pine Script. // // EMA/SMA (Col 5) // --------------- // Shows the fast MA value and direction, slow MA value and direction, the // most recent cross signal (Bullish Cross / Bearish Cross / None), and // price position relative to both the fast and slow MA. MA mode (EMA or SMA) // and both lengths are fully user adjustable. MA lines for fast and slow are // also plotted on the chart when this section is enabled. Green for rising/ // bullish, red for falling/bearish. // // VOLUME (Col 6) // -------------- // Displays current bar volume, volume classification vs average (High/Normal/ // Low based on user-defined thresholds), volume ratio (current vs average), // bar pressure (Buying/Selling/Neutral based on bar direction), and the volume // moving average value. High volume = green, low volume = red, normal = white. // // MARKET STRUCTURE (Col 7) // ------------------------ // Tracks swing highs and lows using pivot detection to identify the current // market structure. Displays the last swing type (HH/HL/LH/LL), overall // structure bias (Bullish/Bearish/Neutral), bars since the last swing, last // swing high and low values, and swing range in points. HH/HL = green // (bullish structure), LH/LL = red (bearish structure). // // RSI (Col 8) // ----------- // Shows the current RSI value, condition (Overbought/Oversold/Neutral), // RSI trend (Rising/Falling/Flat), overbought and oversold levels, and // RSI distance from the 50 midline. RSI above 50 = green, below 50 = red, // at 50 = yellow. Overbought = red (caution), oversold = green (opportunity). // RSI length and OB/OS levels are fully user adjustable. // // PRICE ACTION (Col 9) // -------------------- // Displays bar-level price action analysis including: bar direction (Bullish/ // Bearish/Doji), bar range in points and dollars, bar range vs current ATR // (above 1x ATR = green, below = red), bar close position (Upper/Mid/Lower // third of the bar range), and consecutive bullish or bearish bar count. // This section helps identify momentum, exhaustion, and conviction at the // bar level without needing a separate candlestick pattern indicator. // // ============================================================================= // COLOR CODING SYSTEM // ============================================================================= // // All values throughout the panel follow a consistent dynamic color system: // // Green (Positive Color) — bullish, true, above, rising, high, OK, // long, buying, HH/HL, oversold RSI (opportunity) // Red (Negative Color) — bearish, false, below, falling, low, weak, // short, selling, LH/LL, overbought RSI (caution) // Yellow (Warning Color) — neutral boundary, 50% levels, inside threshold, // Doji bars, equal wicks, RSI at 50 // White (Neutral Color) — raw numbers with no directional meaning, // labels, static reference values // // All four colors are fully user adjustable via the Colors input group. // // ============================================================================= // DOLLAR VALUE CALCULATIONS // ============================================================================= // // Several metrics display dollar values calculated by multiplying point values // by the instrument point value from the preset. This makes the panel // immediately useful for futures traders who think in dollar terms: // // NQ — 1 point = $20 (full size Nasdaq futures) // MNQ — 1 point = $2 (micro Nasdaq futures) // ES — 1 point = $50 (full size S&P 500 futures) // MES — 1 point = $5 (micro S&P 500 futures) // SPY / QQQ / Stock — 1 point = $1 (shares, adjust for lot size manually) // // Dollar values appear for: VWAP distance, ATR value, and bar range. // // ============================================================================= // DISPLAY SETTINGS // ============================================================================= // // Box Position — Top Right, Top Left, Bottom Right, Bottom Left // Box Text Size — Small (size.tiny), Medium (size.small), Large (size.normal) // Box Background — fully user adjustable color // Box Text Color — fully user adjustable color // Box Border — thickness 0–5, fully user adjustable // Section Header — separate background color for section header row // // ============================================================================= // USAGE TIPS // ============================================================================= // // - Add this indicator to any chart independently of any strategy script. // It recalculates all values from scratch using only price and volume data // so it works alongside any strategy without conflicts. // // - Toggle sections off that are not relevant to your current setup to keep // the panel compact. For example, if you are not using MA-based entries // you can toggle off the EMA/SMA section entirely. // // - Use the Instrument preset to ensure dollar value calculations match your // actual instrument. For NQ set to NQ, for MNQ set to MNQ etc. // // - The CVD session reset toggle should match the setting in your strategy // script for consistent values across both panels. // // - For intraday trading the panel works best on timeframes of 1m through // 30m. On daily or weekly charts the session-based metrics (CVD, session // high/low, VWAP) will reflect longer periods which may not be meaningful // for intraday setups. // // - Use TradingView Templates (gear icon → template dropdown → Save As) to // save separate panel configurations for different instruments, with only // the relevant sections enabled for each. // // - The MA lines (Fast MA and Slow MA) only plot on the chart when the // EMA/SMA section is toggled on. Toggle it off to hide the MA lines from // the chart without removing the indicator entirely. // // - The VWAP line also only plots when the VWAP section is toggled on. // If you have a separate VWAP indicator already on the chart, toggle the // VWAP section off to avoid duplicate lines. // =============================================================================
Indicateur Pine Script®
par josh0183
Buyer vs Seller PressureFind out who's really winning each candle — buyers or sellers. Volume tells you how much trading happened. This indicator goes further — it estimates who won . Every candle is broken down to calculate how much of its volume was driven by buying pressure versus selling pressure. The result is shown as a histogram for each bar, plus a running score that reveals which side has been accumulating dominance over the entire session. ──── What You're Looking At ──── Green histogram bars — buyers dominated that candle. More volume was transacted at the ask (buyers lifting offers) than at the bid. Red histogram bars — sellers dominated that candle. More volume was transacted at the bid (sellers hitting bids). Teal/cyan line (rising, above zero) — cumulative buying has dominated since the last reset. Buyers are in control overall. Red line (falling, below zero) — cumulative selling has dominated. Sellers are in control overall. Diamond dots — absorption signals (see below). ──── The Absorption Signal ──── The most powerful feature of this indicator is detecting absorption — moments where the price moved in one direction on the surface, but the actual volume pressure went the opposite way. This is often a sign that large participants were quietly working against the visible move: Red diamond (top of panel) — the candle closed up , but sellers controlled more of the volume. Smart money may have been selling into the rally. Watch for the move to stall or reverse. Green diamond (bottom of panel) — the candle closed down , but buyers controlled more of the volume. Smart money may have been buying the dip quietly. Watch for the move to stall or reverse. ──── How to Read It ──── Compare candle direction vs histogram color . A green candle with a green bar is genuine buying. A green candle with a red bar is a warning — the price went up but sellers were in control of the volume. Watch the cumulative line direction relative to price. If price is rising but the cumulative line is flat or falling, buying pressure is not supporting the move. This is a divergence worth watching. When the cumulative line crosses zero , the session has shifted from net-buying to net-selling (or vice versa) — a meaningful change in who is in control. Cluster of absorption diamonds at a key level (support, resistance, fair value) signals that someone large is operating there. These are the highest-quality absorption signals. ──── Settings ──── Settings CVD Reset Period — when to zero out the running total and start fresh: Session — resets daily. Best for intraday analysis. Week — resets every Monday. Month — resets at the start of each month. Never — accumulates continuously without resetting. Useful for spotting large structural shifts over weeks or months. Show Per-Bar Delta Histogram — toggle the bar-by-bar buying vs selling columns. Show Cumulative Delta Line — toggle the running session total line. Show Intrabar Divergence Dots — toggle the absorption diamond markers. Colors Delta Bullish / Bearish — colors for the histogram bars (per-candle). CVD Bullish / Bearish — colors for the cumulative line when it is above or below zero. ──── Alerts ──── CVD Crossed Above Zero — buying pressure is now dominant for the session CVD Crossed Below Zero — selling pressure is now dominant for the session Seller Absorption — price moved up but sellers dominated the volume Buyer Absorption — price moved down but buyers dominated the volume ──── Tips ──── This indicator works best on intraday timeframes (1m–15m) with Session reset. The shorter the bar, the more meaningful individual delta readings become. The most powerful signal this indicator produces is cumulative line divergence from price — price making a new session high while the cumulative line is falling. This is a classic distribution pattern used by institutional traders to identify hidden selling. Do not act on absorption signals alone. Use them as confirmation when they appear at a key level — near the fair value line, at obvious support or resistance, or at a previous day's high or low. Combine with Fair Value Zones : absorption signals that appear near the fair value line carry significantly more weight than those in the middle of a range. Limitation to be aware of: Without direct access to exchange tick data, buying and selling volume is estimated from candle structure. The readings are a reliable guide and widely used by professional traders, but they are approximations rather than exact figures. Real tick-level data requires a specialist data provider.
Indicateur Pine Script®
par satoshi-signals
Market Liquidity IndicatorThe strategy identifies institutional "Ignition" points where price breaks a key macro level (VWAP) with significant volume and order flow support. It assumes that a clean breakout, backed by high relative volume (RVOL) and aggressive buying/selling pressure (CVD Slope), will result in a sustainable trend. Risk is managed via a "Profit-Only Trailing Stop" mechanism, which enforces a hard floor for losses but allows profits to run uncapped until the trend bends Timeframe: This strategy is hardcoded to look at 1-minute data for its decision engine (RVOL/CVD), regardless of the chart timeframe. However, it is recommended to run it on a 5-minute chart for visual clarity. Execution: GOL (Green Arrow): Go Long. GOS (Red Arrow): Go Short. Exits: 1 Brick = 0.1% of Entry Price. Trailing Stop Loss: Retrace from Extreme High/Low ± 3 Bricks. Stop Out: +/- 3 Bricks from Entry Price Works well with Stocks - 5 min TF. For Index 10 min TF works well. However do play around to get your best fit. Happy Profitable Trading! Have fun!
Indicateur Pine Script®
par razcads
VSA with Absorption Proxy for Holmes and Bookmap StyleVSA + Absorption Proxy – Holmes / Bookmap Style (No Delta Data Required) This open-source strategy is a simplified, VSA (Volume Spread Analysis) inspired scalper that approximates **absorption** and **rejection** patterns commonly observed in professional order-flow tools (Bookmap, Holmes, Jigsaw, etc.) — using only standard OHLCV data. Core Concept & Why This Proxy? In VSA and order-flow trading, **absorption** occurs when aggressive selling is met with strong buying support (high volume + wide spread + reversal up), often signaling exhaustion of sellers and potential reversal/continuation up. **Rejection** is the mirror: aggressive buying met with strong selling (high volume + wide spread + reversal down). Because true bid/ask delta is not available in standard Pine Script, this script uses a directional volume proxy: - delta ≈ volume × (close - open) / (high - low) - Combined with wide spread (vs ATR) + high volume (vs SMA) + delta flip This creates a reasonable proxy for spotting climactic volume bars where one side gets absorbed/rejected. Entry & Exit Logic Long (Absorption Bull): - High volume bar (volume > SMA(volume,20) × multiplier) - Wide spread (range > ATR(14) × multiplier) - Bullish candle (close > open) - Delta turns positive after being negative previous bar Short (Rejection Bear): mirror logic (bearish candle + delta turns negative) Risk Management (fixed %): - Stop Loss: entry low/high adjusted by riskPct (default 1%) - Take Profit: risk × rrTarget (default 3.5:1) Visuals - Green background + triangle below bar → Absorption Bull signal - Red background + triangle above bar → Rejection Bear signal Important Realism & Backtesting Guidelines To avoid misleading results, publish/test with: - Initial Capital: $10,000 – $50,000 (realistic retail/futures account) - Position sizing: 1–3% equity per trade (adjust via strategy properties) - Commission: $4–$10 round-turn per contract (futures) or 0.03–0.05% (forex/stocks) - Slippage: 1–4 ticks (futures) or 0.5–2 pips (forex) — higher during news - Dataset: ≥12–36 months on chosen timeframe (aim for 400–1000+ trades) - Risk per trade: 0.5–2% max — never exceed sustainable levels Expectations: - Works best on high-volume instruments (NQ, ES, GC, BTC, major forex) during active sessions - Fewer signals in low-volatility/choppy periods - Drawdowns common during strong trends — this is a counter-trend / absorption catcher, not trend-following - News events (FOMC, NFP, earnings) can cause false signals — avoid or widen stops How to Use 1. Apply to high-liquidity symbols (NQ1!, ES1!, GC1!, BTCUSD, EURUSD, XAUUSD) 2. Timeframes: 3m–15m for scalping, 30m–1h for swing context 3. Trade during high-volume sessions (London/NY overlap for forex, US open for futures) 4. Look for confluence: - Absorption + nearby support / demand zone → stronger long - Rejection + nearby resistance / supply zone → stronger short 5. Forward-test on demo extensively — absorption setups are high-conviction but low-frequency 6. Always use proper position sizing — never risk more than 1–2% per trade Publish Recommendation - Use a clean chart: only this strategy, no extra indicators/drawings - Show realistic Strategy Tester results with commission/slippage applied - Screenshot during active session with visible absorption/rejection signal + background tint Educational tool — open-source for learning VSA/order-flow concepts. This is a proxy approximation — not true delta/order-flow. Trading involves substantial risk of loss. Test thoroughly and trade responsibly. Feedback welcome — especially parameter tuning ideas for different instruments!
Stratégie Pine Script®
par uzair2join
Delta Hedging PressureDelta Hedging Pressure – Cumulative Volume Delta Proxy This open-source indicator calculates and displays a simple proxy for **net hedging / directional pressure** using volume-weighted candle direction (often called cumulative delta or cumulative volume delta in order-flow analysis). Core Concept In many markets (especially futures, forex, crypto, indices), large players (institutions, market makers, hedgers) tend to accumulate directional exposure over time. When aggressive buying or selling occurs, it often shows up as sustained volume in one direction. This script approximates that pressure by: - Assigning +volume to bullish candles (close > open) - Assigning –volume to bearish candles (close < open) - Neutral (0) for doji-type bars - Cumulatively summing this "delta" over a user-defined lookback or since the start of each trading day The result is a running total line that drifts up during net buying pressure (potential bullish bias / short covering / hedging demand) and down during net selling pressure (potential bearish bias / long liquidation / hedging supply). Why this is useful - Acts as a **sentiment / bias filter** — helps traders see whether underlying participation supports the current price move. - Session reset option (default: true) makes it particularly effective on intraday charts (1m–1h), where daily resets align with institutional session flows (e.g., Asian, London, NY). - Background coloring (green/red/gray) provides instant visual context for current net pressure without cluttering the price chart. - Zero-line crossovers and divergence from price can highlight exhaustion or absorption points. Calculation Details 1. Per-bar delta = volume × direction direction = +1 (green candle), –1 (red candle), 0 (doji) 2. Cumulative sum (cumHedge): - Resets to current bar's delta on new day if "Reset on New Day" is enabled - Otherwise runs continuously across all history 3. Sentiment label (last bar only): - Bullish if cumHedge > 0 - Bearish if cumHedge < 0 - Neutral if exactly 0 Key Features - Cumulative Hedge Pressure line (blue) — main plot - Zero line (gray) — reference for net buying vs selling - Optional background coloring (green = bullish bias, red = bearish, gray = neutral) - Last-bar label showing current "Hedge Bias" (Bullish / Bearish / Neutral) How to Use - Best on lower timeframes (1m–15m) for intraday bias or higher (1h–4h) for swing context. - Keep "Reset on New Day" enabled for daily institutional reset alignment (most common use case). - Interpretation examples: → Rising cumulative delta + rising price = strong bullish participation (healthy uptrend) → Falling cumulative delta + rising price = bearish divergence (possible distribution / weak rally) → Cumulative delta near zero = balanced / choppy market → Strong divergence near extremes often precedes reversals or absorption - Combine with price action, support/resistance, or volume profile — never use in isolation. - Toggle background off if it distracts from price reading. Inputs - Cumulative Length: controls smoothing / memory when reset is disabled (default 50) - Reset on New Day: true = daily reset (recommended for intraday), false = continuous - Show Background Bias: toggle green/red/gray session coloring Publishing Recommendation - Apply to a clean chart (no other indicators needed for basic use). - Recommended symbols: futures (ES, NQ, GC), forex majors, BTC/USD, XAUUSD — any instrument with reliable volume data. - Use default settings for initial testing. This is a lightweight, educational tool built for transparency — fully open-source. It is not a standalone signal generator and does not predict price direction with certainty. Trading involves significant risk. Feedback welcome — happy charting!
Indicateur Pine Script®
par uzair2join
SwiftEdge ApexThis open-source indicator is designed to help traders visually identify aggressive volume activity ("big trades"), place it in the context of dynamic price deviation from an exponentially weighted VWAP, track a developing Point of Control (POC) during a user-defined session, and highlight potential absorption or exhaustion patterns. Core Components and Original Integration: Adaptive VWAP with EWMA Deviation Bands Instead of a standard cumulative VWAP, the script calculates an exponentially weighted moving average (EWMA) of variance on price-volume data (using a user-adjustable lambda sensitivity). This produces smoother, faster-adapting standard deviation bands (1σ to 3σ) that highlight statistically significant price extensions more responsively than simple moving averages. Tiered Big Trade Detection (Footprint-Style Bubbles) Volume is compared against a simple moving average over a user-defined lookback period. Trades exceeding customizable multipliers (1.2× to 8×) and a minimum volume threshold are flagged. For Premium users, the bubble is plotted at the volume-weighted average price within the bar's 1-second sub-bars (true footprint precision). Non-Premium users fall back to the bar's close price (no errors occur). Bubble size scales with multiplier strength, with white outlines on the largest ones for clarity, and bubbles are colored green/red based on candle direction. Live Session-Based POC Volume is accumulated at price levels (rounded to 10 ticks) starting from a configurable session time (default 09:00). The array resets on new sessions or daily changes, producing a developing POC line that acts as a potential value-area magnet or support/resistance reference. Absorption & Exhaustion Filters Absorption: High-volume bars with unusually small range (below average range × user multiplier) are marked with lime/red triangles — suggesting hidden buying/selling pressure. Exhaustion: Extremely high-volume bars with tiny bodies (small close-open relative to range) receive a background tint and "EXH" label — indicating potential climactic activity or fatigue. How the Elements Work Together: The VWAP bands provide overall market context (is price extended?). Big-trade bubbles show where aggressive participants are active. The session POC adds a developing fair-value reference. Absorption and exhaustion signals help interpret whether big volume is being met with resistance (absorption → possible continuation) or capitulation (exhaustion → possible reversal). Together they create a layered "smart money footprint" overlay rather than isolated plots. How to Use the Indicator: Apply to liquid instruments with reliable volume data (futures, major stocks, large-cap crypto). In the "Big Trade Bobler" settings: Adjust lookback period and minimum volume to reduce noise. Tune multipliers (lower = more signals, higher = stronger but rarer events). Turn "Use Premium Bubbles" off if you do not have TradingView Premium (script gracefully uses bar close instead of 1-second data). Set session start hour/minute for POC calculation (e.g., NYSE open at 9:30). Enable/disable absorption triangles and exhaustion highlights/labels based on preference. Interpretation tips: Watch for clusters of large bubbles near VWAP ±2σ/3σ or close to the POC line. Absorption on trend bars may indicate continuation. Exhaustion often appears at swing highs/lows and can precede reversals. Important Limitations: 1-second footprint precision requires TradingView Premium; non-Premium accounts use standard bar close (still functional but less granular). Volume data quality depends on the symbol and data feed (tick volume is used as proxy on forex/crypto). This is a discretionary visualization tool — not a mechanical strategy, no entry/exit signals, and no performance backtest is included. Volume spikes and patterns do not predict future price movement with certainty; always use in combination with your own analysis and proper risk management.
Indicateur Pine Script®
par SwiftEdge
Whale Hunter V121. Overview Whale Hunter V12 is a specialized Pine Script indicator designed for high-precision scalping (1m, 5m timeframes) on Futures and Crypto markets. Unlike standard indicators that lag, V12 focuses on Volume Spread Analysis (VSA) and Order Flow to detect institutional "Whale" activity. Its "Precision Engine" filters out low-volatility churn and fake signals by enforcing strict volatility gates (ATR) and volume thresholds. 2. The Logic: How Scoring Works (0-12 Points) Every candle is analyzed and given a "Confluence Score" from 0 to 12. A signal is only generated if the score meets your minimum threshold (Default: 8). Component Max Points Logic A. Volume Spike 4 pts Measures relative volume vs. 20-period average. • 2.0x Vol = 2 pts • 3.0x Vol = 3 pts • 5.0x Vol = 4 pts (Whale) B. Trend (VWAP) 3 pts Checks alignment with Volume Weighted Average Price. • Buy above VWAP = +3 pts • Sell below VWAP = +3 pts C. Absorption Wick 3 pts Measures the rejection wick vs. candle body. • Wick > 1.5x Body = 1 pt • Wick > 50% Range = 2 pts • Wick > 65% Range = 3 pts (Hammer/Shooting Star) D. CVD Divergence 2 pts Checks if momentum contradicts price. • Price Lows lower + Volume Flow Higher = +2 pts (Bullish Divergence) E. Penalties -3 pts The Fakeout Killer: • Buying on a Red Candle = -3 pts • Selling on a Green Candle = -3 pts 3. Settings & Configuration You can customize the strictness of the engine in the indicator settings menu. A. Signal Precision Minimum Score to Show (Default: 8) 8-12: "Sniper Mode." Shows only high-probability setups trading with the trend (VWAP aligned). 6-7: "Scout Mode." Shows counter-trend reversals and riskier scalps. < 5: Not recommended (Too much noise). Ignore Small Candles (ATR %) (Default: 0.5) The "Churn Filter". It ignores any candle smaller than 50% of the average size. Increase to 0.8 if you are getting too many signals during flat/choppy markets. B. Volume Logic Strict Volume (Default: ON) When checked, the script blocks any signal with less than 2.0x average volume, regardless of the score. This ensures you only trade when Whales are actually present. 4. How to Read the Signals 🟢 Bullish Signal (Buy) Symbol: Green Triangle below the bar. Condition: Score ≥ 8. The Whale absorbed selling pressure (Wick) on high volume, likely creating a "Bear Trap." Ideal Setup: Price is Above the Blue Line (VWAP) + Green Arrow. Stop Loss: Just below the low of the signal candle (the wick). 🔴 Bearish Signal (Sell) Symbol: Red Triangle above the bar. Condition: Score ≥ 8. The Whale absorbed buying pressure (Wick) on high volume, likely creating a "Bull Trap." Ideal Setup: Price is Below the Blue Line (VWAP) + Red Arrow. Stop Loss: Just above the high of the signal candle. 🔵 Blue Line (VWAP) This is your "Trend Anchor." Do not Short if price is significantly above the Blue Line. Do not Long if price is significantly below the Blue Line. 5. Troubleshooting / FAQ Q: Why did a signal disappear? A: The script repaints only during the live candle. Once a candle closes, the signal is permanent. If a signal vanishes before close, it means the volume or price action changed last second (e.g., the candle turned Red, triggering the -3 penalty). Q: Why are there no signals on my chart? A: You are likely in a low-volume period (Lunch hour / Late night). The Strict Volume filter is doing its job by keeping you out of dead markets. Alternatively, lower the Minimum Score to 6. Q: Can I use this on 1-minute timeframes? A: Yes, but increase the ATR Filter to 0.6 or 0.7 to filter out the micro-noise common on 1m charts.
Indicateur Pine Script®
par zakariya_elalj
CVD-MACD### CVD-MACD (Research) The CVD-MACD is a research-oriented indicator that combines Cumulative Volume Delta (CVD) with the classic MACD framework to provide insights into market momentum and potential reversals. Unlike a standard MACD based on price, this version uses CVD (the running total of buy vs. sell volume delta) as its input source, offering a volume-driven perspective on trend strength and divergences. Key Features: - **CVD-Based MACD Calculation**: Computes MACD using CVD instead of price, highlighting volume imbalances that may precede price moves. - **Dual Divergence Detection**: Identifies bullish/bearish divergences on both the MACD line and histogram, with configurable pivot lookbacks and filters (e.g., momentum decay and zero-side consistency). - **Visual Flexibility**: Toggle divergences in the indicator pane or overlaid on the main chart, with optional raw CVD line for reference. - **Alerts**: Built-in conditions for bullish and bearish divergences to notify users of potential setups. ###This indicator is designed for research and experimentation—it's not financial advice. It performs best on liquid assets with reliable volume data (e.g., stocks, futures). I've shared this to gather community feedback: please test it thoroughly and point out any bugs, inefficiencies, or improvements! For example, if you spot issues with divergence detection on certain timeframes or symbols, let me know in the comments. Your input will help refine it. Inspired by volume analysis techniques; open to collaborations or forks. ## User Manual for CVD-MACD (Research) ### Overview The CVD-MACD indicator transforms traditional MACD by using Cumulative Volume Delta (CVD) as the base input. CVD accumulates the net delta between estimated buy and sell volume per bar, providing a volume-centric view of momentum. The indicator plots a MACD line, signal line, and histogram, while also detecting divergences on both the MACD line and histogram for potential reversal signals. This manual covers setup, interpretation, and troubleshooting. Note: This is a research tool—backtest and validate on your own data before using in live trading. ### Installation and Setup 1. **Add to Chart**: Search for "CVD-MACD (Research)" in TradingView's indicator library or paste the script into the Pine Editor and add it to your chart. 2. **Compatibility**: Works on any timeframe and symbol with volume data. Best on daily/intraday charts for stocks, forex, or futures. Avoid illiquid symbols where volume may be unreliable. 3. **Customization**: All inputs are configurable via the indicator's settings panel. Defaults are optimized for general use but can be tuned based on asset volatility. ### Input Parameters The inputs are grouped for ease of use: #### MACD Settings - **Fast EMA (CVD)** (default: 12): Length of the fast EMA applied to CVD. Shorter values make it more responsive to recent volume changes. - **Slow EMA (CVD)** (default: 26): Length of the slow EMA on CVD. Longer values smooth out noise for trend identification. - **Signal EMA** (default: 9): Smoothing period for the signal line (EMA of the MACD line). #### Divergence Logic (MACD Line) - **Pivot Lookback (MACD Line)** (default: 5): Bars to look left/right for detecting pivots on the MACD line. Higher values detect larger swings but may miss smaller divergences. - **Max Lookback Range (MACD Line)** (default: 50): Maximum bars between two pivots to consider a divergence valid. Prevents detecting outdated signals. - **Enable Momentum Decay Filter (Histogram)** (default: false): When enabled, requires the histogram to show decaying momentum (absolute value decreasing) for MACD-line divergences to trigger. #### Histogram Divergence - **Pivot Lookback (Histogram)** (default: 5): Similar to above, but for histogram pivots. - **Max Lookback Range (Histogram)** (default: 50): Max bars for histogram divergence detection. - **Show Histogram Divergences in Indicator Pane** (default: true): Displays dashed lines and "H" labels for histogram divergences in the sub-window. - **Show Histogram Divergences on Main Chart** (default: true): Overlays histogram divergences on the price chart with semi-transparent lines and labels. - **Require Histogram to Stay on Same Side of Zero** (default: true): Filters divergences to only those where the histogram doesn't cross zero between pivots, ensuring consistent momentum direction. #### Visuals (Dual View) - **Show MACD-Line Divergences (Indicator Pane)** (default: true): Draws solid lines and "L" labels for MACD-line divergences in the sub-window. - **Show MACD-Line Divergences (Main Chart)** (default: true): Overlays MACD-line divergences on the price chart. - **Show Raw CVD Line** (default: false): Plots the underlying CVD as a faint gray line for reference. ### How to Interpret the Indicator 1. **Core Plots**: - **MACD Line** (blue): Difference between fast and slow CVD EMAs. Above zero indicates building buy volume momentum; below zero shows sell dominance. - **Signal Line** (orange): EMA of the MACD line. Crossovers can signal potential entries/exits (e.g., MACD above signal = bullish). - **Histogram** (columns): MACD minus signal. Green shades for positive/expanding bars (bullish momentum); red for negative/contracting (bearish). Fading colors indicate weakening momentum. - **Zero Line** (gray horizontal): Reference for bullish (above) vs. bearish (below) territory. - **Raw CVD** (optional gray line): The cumulative buy-sell delta. Rising = net buying; falling = net selling. 2. **Divergences**: - **Bullish (Green Lines/Labels)**: Occur when price makes lower lows, but MACD line or histogram makes higher lows. Suggests weakening downside momentum and potential reversal up. Look for "L" (MACD line) or "H" (histogram) labels. - **Bearish (Red Lines/Labels)**: Price higher highs vs. MACD/histogram lower highs. Indicates fading upside and possible downturn. - **Dual View**: Divergences appear in the indicator pane (sub-window) for clean analysis and overlaid on the main chart for price context. Histogram divergences use dashed lines to distinguish from MACD-line (solid). - **Filters**: Momentum decay ensures only "hidden" or weakening divergences trigger. Zero-side filter prevents false signals from oscillating histograms. 3. **Alerts**: - **Bullish Divergence (L or H)**: Triggers on either MACD-line or histogram bullish divergence. Message: "CVD-MACD Bullish Divergence detected on {{ticker}}". - **Bearish Divergence (L or H)**: Similar for bearish. Use TradingView's alert setup to notify via email/SMS/webhook. - Tip: Combine with price action (e.g., support/resistance) for confirmation. ### Usage Tips and Strategies - **Trend Confirmation**: Use in uptrends for bullish divergences (pullback buys) or downtrends for bearish (short entries). - **Timeframe Selection**: Higher timeframes (e.g., daily) for swing trading; lower (e.g., 15-min) for intraday. Adjust pivot lookbacks accordingly (shorter for faster charts). - **Combination Ideas**: Pair with RSI for overbought/oversold confirmation or VWAP for intraday volume context. - **Risk Management**: Divergences are probabilistic—not guarantees. Always use stop-losses based on recent swings. - **Performance Notes**: Backtest on historical data via TradingView's Strategy Tester. CVD relies on accurate volume; test on exchanges like NYSE/NASDAQ. ### Known Limitations and Troubleshooting - **Volume Dependency**: CVD estimation assumes linear buy/sell distribution based on bar position—may be less accurate on thin markets or during gaps. - **Repainting**: Pivots and divergences can repaint as new data arrives (common in pivot-based indicators). Use on closed bars for reliability. - **Resource Usage**: High max_bars_back (5000) ensures deep history; reduce if chart loads slowly. - **No Signals on Low-Volume Bars**: If CVD flatlines, check symbol volume—some crypto/forex pairs have inconsistent data. - **Community Feedback**: If you encounter bugs (e.g., false divergences on specific symbols/timeframes), missing alerts, or calculation errors, please comment below with details like symbol, timeframe, and screenshots. Suggestions for enhancements (e.g., more filters or visuals) are welcome! If you have questions or find issues, drop a comment—let's improve this together!
Indicateur Pine Script®
par Kuokkuok0503
Ranked Exchange Volume (REV)📊 Ranked Exchange Volume (REV) - Multi-Venue Volume Distribution Visualizer ## Stop Guessing Where the Real Volume Is. See It. Most traders look at aggregate volume and miss the critical story: **where** that volume actually traded. Ranked Exchange Volume (REV) solves this by revealing the complete liquidity landscape across multiple trading venues in a single, elegant visualization. This isn't just another volume indicator—it's a **dynamic stratified histogram** that automatically reorganizes exchange layers by magnitude on every bar, showing you **instant market dominance** at a glance. --- ## 🎯 The Core Innovation: Self-Organizing Volume Layers REV displays volume from up to 10 different exchanges as **stacked, color-coded bars** where the largest volume source literally rises to the top. Watch as exchanges compete for dominance in real-time: - **Largest volume = Top of the bar** (most visible position) - **Smallest volume = Bottom of the bar** (foundation layer) - **Everything in between = Automatically sorted on every candle** This visual hierarchy makes it instantly obvious which venues are leading the market—no mental math required. --- ## ✨ Key Features ### 🔄 **Dynamic Layer Sorting** Unlike static stacked charts, REV uses real-time stratification. If Binance had 60% of volume last bar but Coinbase takes 70% this bar, you'll see Coinbase jump to the top. The hierarchy reflects current reality, not a fixed order. ### 🎨 **10 Fully Customizable Exchange Slots** Each exchange slot offers complete control: - **Enable/Disable toggle** - Turn exchanges on/off without losing your configuration - **Custom prefix** - Track ANY exchange on TradingView (BINANCE, KRAKEN, OANDA, FXCM, etc.) - **Custom suffix** - Specify quote currency (USDT, USD, EUR, or leave blank for stocks/forex) - **Display name** - Control how exchanges appear in the rankings table - **Color selection** - Match your chart theme or use brand colors for instant recognition ### 📊 **Live Rankings Table** A real-time leaderboard shows: - **Rank** - Current position (1 = highest volume) - **Exchange name** - With color-coded background - **Volume** - Intelligently formatted with K/M/B units - **Percentage** - Exact market share **Table positioning:** Choose from 9 screen positions (top/middle/bottom × left/center/right) to keep your chart clean. ### 🧮 **Intelligent Volume Formatting** REV automatically detects volume magnitude and applies the appropriate scale: - **Billions** - Displays as "1.5B" for readability - **Millions** - Displays as "342.8M" - **Thousands** - Displays as "45.2K" - **Full numbers option** - Toggle to see complete values (23,456,789) The scale adjusts per-bar, so you always see the clearest representation. ### 🚨 **Three Built-In Alert Conditions** 1. **Exchange Dominance Alert (>50%)** - Triggers when a single venue controls majority of volume - Signals potential liquidity concentration risk or exchange-specific events 2. **Volume Spike Alert (>2x average)** - Detects unusual aggregate activity across all venues - Catches breakouts, news events, or institutional flow 3. **Liquidity Migration Alert** - Fires when market leadership shifts between exchanges - Reveals arbitrage opportunities or changing market structure ### 📈 **Optional Total Volume Line** Display aggregate volume from all exchanges as a reference overlay with customizable color. --- ## 🌍 Market Compatibility: Beyond Crypto While optimized for cryptocurrency (its primary design), REV works across multiple asset classes: ### ✅ **Cryptocurrency (Perfect Fit)** **Why it excels:** Crypto trades 24/7 across dozens of global exchanges simultaneously. REV reveals true price discovery. **Example configurations:** - **BTC/USDT:** Compare Binance, Coinbase, OKX, Bybit, Kraken, Bitget - **ETH/USD:** Track institutional venues (Coinbase, Kraken, Gemini) vs retail (Binance, Gate.io) - **Altcoins:** Identify which exchanges have the deepest liquidity before placing large orders **Trading applications:** - **Arbitrage detection** - Spot when volume migrates between venues (price differential opportunities) - **Exchange risk** - Don't trade on exchanges with suspiciously low volume - **Whale tracking** - Sudden Coinbase dominance often signals institutional activity - **Market maker identification** - Consistent Binance leadership suggests MM concentration ### ✅ **Forex (Excellent Fit)** **Why it works:** Forex doesn't have centralized exchanges—it trades OTC across multiple broker feeds. REV shows which data providers are seeing the action. **Example configurations:** - **EUR/USD:** Compare OANDA, FXCM, FOREX.COM, FX_IDC, CAPITALCOM - **GBP/JPY:** Track volatility across broker feeds - **Exotics:** Verify liquidity before trading thin pairs **Setup notes:** - Leave **suffix field blank** for forex - Use broker prefixes: OANDA, FXCM, FOREXCOM, FX_IDC, SAXO - Symbol constructs as "OANDA:EURUSD" **Trading applications:** - **Spread verification** - Higher volume feeds typically offer tighter spreads - **News event tracking** - See which brokers capture the most flow during announcements - **Session analysis** - Watch London/NY volume shifts across different providers ### ⚠️ **Stocks (Limited But Useful)** **Where it works:** - **Dual-listed stocks** - Canadian companies on TSX and NYSE - **International ADRs** - Same company, different exchanges - **ETF arbitrage** - Compare volume across regional listings **Example configurations:** - **Shopify (SHOP):** Compare TSX vs NYSE volume - **Alibaba (BABA):** NYSE vs HKEX volume - **European stocks:** Compare primary exchange vs secondary listings **Setup notes:** - Leave **suffix field blank** - Use exchange prefixes: NYSE, NASDAQ, TSX, LSE, XETRA - Note: TradingView doesn't show per-venue volume for U.S. equities (NYSE vs BATS vs ARCA all aggregate) **Limitations:** Most stocks trade primarily on one exchange, so REV is less valuable than in crypto/forex. ### ❌ **Futures (Not Recommended)** Futures contracts differ by exchange (CME's ES ≠ EUREX's FESX), so volume isn't comparable. --- ## 📚 Practical Use Cases ### 1. **Pre-Trade Liquidity Analysis** Before entering a large position, check which exchanges have sufficient volume to fill your order without slippage. **Example:** You want to sell 50 BTC. REV shows Binance has 2,340 BTC volume this hour while a smaller exchange has only 87 BTC. Route your order to Binance for better execution. ### 2. **Exchange Risk Management** Identify "fake volume" or wash trading by comparing venues. **Red flag pattern:** An exchange consistently shows 10x the volume of competitors but with minimal price impact—likely artificial. ### 3. **Arbitrage Opportunity Detection** When volume suddenly concentrates on one exchange, price premiums/discounts often appear. **Alert pattern:** Liquidity Migration alert fires → Check price differences → Execute arb if spread exceeds fees. ### 4. **Institutional Flow Tracking** In crypto, institutions typically use regulated exchanges (Coinbase, Kraken, Gemini). **Pattern to watch:** Coinbase volume spikes to 60%+ dominance → Often precedes directional moves as institutions position. ### 5. **Market Structure Analysis** Watch long-term trends in exchange dominance to understand market evolution. **Example insight:** "Binance's market share has dropped from 70% to 45% over 6 months as traders diversify to OKX and Bybit." ### 6. **Event Response Comparison** During major news events, see which exchanges react first. **Analysis:** If one exchange shows volume spike 5 minutes before others, that feed may have faster news incorporation. --- ## ⚙️ Technical Specifications - **Maximum exchanges:** 10 simultaneous venues - **Sorting algorithm:** Bubble sort (O(n²) but optimal for n=10, prioritizes stability) - **Update frequency:** Real-time, every bar - **Data handling:** Gracefully ignores invalid symbols, treats NA as zero - **Chart type:** Non-overlay (separate pane below price) - **Performance:** Lightweight, no lag on any timeframe --- ## 🚀 Getting Started ### Quick Setup (5 Minutes) **For Crypto Traders (Default Configuration):** 1. Add indicator to any crypto chart (BTC, ETH, SOL, etc.) 2. Works immediately—top 10 exchanges pre-configured 3. Customize colors if desired 4. Position table to your preference **For Forex Traders:** 1. Open any forex pair (EUR/USD, GBP/JPY, etc.) 2. Go to Exchange 1 settings 3. Change prefix to "OANDA" (or your preferred broker) 4. **Clear the suffix field** (leave it blank) 5. Repeat for other exchanges (FXCM, FOREXCOM, FX_IDC, etc.) 6. Disable any unused exchange slots **For Stock Traders (Dual-Listed):** 1. Open a dual-listed stock (e.g., SHOP on TSX) 2. Exchange 1: Prefix = "TSX", Suffix = blank, Name = "Toronto" 3. Exchange 2: Prefix = "NYSE", Suffix = blank, Name = "New York" 4. Disable exchanges 3-10 5. Compare volume distribution ### Advanced Customization **Tracking Regional Markets:** Want to compare Korean vs Japanese crypto exchanges? - Exchange 1: UPBIT (Korean) - Exchange 2: BITHUMB (Korean) - Exchange 3: BITFLYER (Japanese) - Exchange 4: COINCHECK (Japanese) **Isolating Institutional Volume:** Focus only on regulated U.S. exchanges: - Enable: Coinbase, Kraken, Gemini - Disable: All others - Watch for >50% dominance alerts --- ## 👥 Who Is This For? ### ✅ **Perfect for:** - **Crypto day traders** - Need to know where liquidity actually is - **Arbitrage traders** - Spot cross-exchange inefficiencies - **Institutional traders** - Validate execution venues before large orders - **Forex scalpers** - Compare broker feeds for best execution - **Market structure analysts** - Track long-term exchange dominance trends ### ❌ **Less useful for:** - **Long-term investors** who don't care about short-term liquidity - **Single-exchange traders** who never compare venues - **Futures traders** (contracts differ by exchange) --- ## 🎓 Understanding the Visualization **What each colored segment means:** Each horizontal stripe represents one exchange's volume contribution. The **height** of each stripe shows that exchange's volume relative to others. **Reading the pattern:** - **Dominant top layer** (50%+ of bar) = Clear market leader - **Evenly distributed layers** (10-15% each) = Fragmented liquidity - **Sudden layer reorganization** = Liquidity migration event - **Shrinking bottom layers** = Exchanges losing market share **Color coding strategy:** The indicator defaults to exchange brand colors for instant recognition: - Yellow = Binance (their signature gold) - Blue = Coinbase (their brand blue) - Purple = Kraken (their brand purple) - etc. You can customize all colors to match your chart theme. --- ## 🔧 Configuration Tips ### **Best Practices:** 1. **Start with defaults** - Test on BTC/USDT to understand behavior 2. **Disable unused exchanges** - Cleaner visualization, faster computation 3. **Match your trading venues** - Only track exchanges you actually use 4. **Use brand colors initially** - Helps build visual pattern recognition 5. **Enable alerts strategically** - Don't spam yourself; focus on actionable signals ### **Common Mistakes to Avoid:** ❌ Tracking too many irrelevant exchanges (creates visual noise) ❌ Forgetting to clear suffix for forex/stocks (symbol won't construct properly) ❌ Using the same color for multiple exchanges (defeats instant recognition) ❌ Hiding the table permanently (you lose the percentage data) --- ## 📊 Performance Notes - **Lightweight computation** - No impact on chart performance - **Works on all timeframes** - 1-minute to monthly - **Historical analysis** - Full bar history available (max_bars_back=5000) - **Multi-monitor friendly** - Table positioning adapts to any screen layout --- ## 🆕 Future Enhancements (Planned) While the current version is feature-complete, potential additions include: - Volume-weighted average price (VWAP) overlay per exchange - Historical dominance charts (which exchange led most this week/month) - Correlation matrix (do exchanges move together or independently?) **User feedback shapes development** - Comment with your requests! --- ## 💡 Pro Tips ### **Tip 1: The "Whale Exchange" Filter** In crypto, institutions use Coinbase/Kraken. Enable ONLY these two exchanges to isolate professional flow and ignore retail noise. ### **Tip 2: The "Arbitrage Scanner"** Set Liquidity Migration alert on 1-minute timeframe. When it fires, check price across exchanges—often there's a temporary premium/discount. ### **Tip 3: The "Liquidity Gauge"** Before placing a large market order, switch to 5-minute timeframe and check last 10 bars. If your target exchange consistently has <20% of volume, you'll face slippage. ### **Tip 4: The "Market Structure Tracker"** Take screenshots of the table weekly. Over time, you'll see exchange market share trends that reveal fundamental shifts in trader preferences. ### **Tip 5: The "News Event Validator"** During major announcements (Fed decisions, earnings, etc.), watch which exchange shows volume first. That's where informed traders are positioned. --- ## 🎯 Summary **Ranked Exchange Volume (REV) transforms volume analysis from a single number into a complete market microstructure view.** Instead of seeing "1.2M volume," you see: - Binance: 640K (53%) - Coinbase: 280K (23%) - OKX: 180K (15%) - Bybit: 100K (9%) **That's actionable intelligence.** Whether you're executing a large crypto trade, arbitraging forex across brokers, or validating liquidity before buying a dual-listed stock, REV shows you **where the market actually is**—not where you assume it is. --- ## 📖 Quick Reference Card | Feature | What It Does | Why It Matters | |---------|-------------|----------------| | **Dynamic Sorting** | Largest volume rises to top | Instant dominance identification | | **10 Custom Slots** | Track any exchanges | Works for YOUR trading venues | | **Live Rankings** | Real-time leaderboard | Precise market share data | | **Smart Formatting** | Auto K/M/B scaling | Always readable, never cluttered | | **Dominance Alert** | Warns at >50% concentration | Risk management for large orders | | **Migration Alert** | Fires on leadership change | Arbitrage opportunity signal | | **Spike Alert** | Detects 2x volume surges | Breakout/news confirmation | | **Total Line** | Shows aggregate volume | Reference for overall activity | | **Table Positioning** | 9 screen locations | Adapts to your layout | | **Full/Short Toggle** | Complete vs abbreviated numbers | Flexibility for different assets | --- ## ✅ Installation & Support **Install:** Add to your TradingView favorites, apply to any chart **Updates:** Automatic through TradingView **Support:** Comment with questions—active developer community **Like this indicator?** Leave a ⭐ rating and share with fellow traders who need better volume intelligence. --- **🚀 Start seeing the complete volume picture. Add Ranked Exchange Volume to your charts today.**
Indicateur Pine Script®
par KevinSvenson_
1
On Balance Volume (with Candles)OBV+ is an enhanced On Balance Volume indicator that visualizes volume flow either as a line or candlestick-style OBV bars. It shows whether volume is accumulating or distributing, and includes optional moving-average smoothing and Bollinger Bands on OBV to identify trend direction, consolidation, and breakout strength. Use-Cases This indicator is especially useful for: Bullish setup: Price sideways + OBV rising → accumulation Bearish setup: Price rising + OBV flat/falling → distribution Breakout confirmation: Price breakout + OBV breaking BB → high conviction move Options selling filter: Flat OBV + compressed BB → range-bound market
Indicateur Pine Script®
par ganeshb9001
CVD Zones & Divergence [Pro]# CVD Zones & Divergence **Complete CVD order flow toolkit** - Divergences, POC, Profile, and Supply/Demand zones all in one professional indicator. ## 🎯 What It Does Combines **four powerful order flow tools** into a single, cohesive indicator: 1. **CVD Divergences** - Early warnings + confirmed signals 2. **Point of Control (POC)** - Fair value equilibrium line 3. **CVD Profile** - Visual distribution histogram 4. **Supply/Demand Zones** - Real absorption-based S/R levels All based on **Cumulative Volume Delta (CVD)** - actual buying/selling pressure, not approximations. ## ✨ Key Features ### 🔄 CVD Divergences (Dual Mode) **Confirmed Divergences** (High Accuracy) - Solid lines (customizable colors) - 🔻 Bear / 🔺 Bull labels - Win rate: ~70-80% - Best for swing traders **Early Warning Mode** ⚡ (Fast Signals) - Dashed lines (default purple) - ⚠️ Early Bear / ⚠️ Early Bull labels - Fires 6+ bars earlier - Win rate: ~55-65% - Best for scalpers/day traders ### 🎯 Point of Control (POC) - **Independent lookback** (300 bars default) - Yellow line showing fair value - Where most CVD activity occurred - Acts as dynamic support/resistance - Resets and recalculates continuously ### 📊 CVD Profile Histogram - **Visual CVD distribution** over lookback period - **Split buy/sell** (blue/orange bars) - **Value Area** (70% CVD zone highlighted) - Position: Right/Left/Current (your choice) - Shows where actual order flow happened ### 📦 Supply/Demand Zones - **Absorption-based** detection (not guesses!) - Green = Demand (buyers absorbed 2:1+) - Red = Supply (sellers absorbed 2:1+) - Shows **real** institutional levels - Auto-sorted by strength - Displays top 8 zones ## 📊 What You See on Chart ``` Your Chart: ├─ 🔴 Red lines (bearish divergences) ├─ 🟢 Green lines (bullish divergences) ├─ 🟣 Purple dashed (early warnings) ├─ 🟡 Yellow POC line (fair value) ├─ 📊 Blue/Orange profile (right side) ├─ 🟢 Green boxes (demand zones) └─ 🔴 Red boxes (supply zones) ``` ## ⚙️ Recommended Settings ### 15m Day Trading (Most Popular) ``` 📊 Profile: - Lookback: 150 bars - Profile Rows: 24 - Position: Right 🎯 POC: - POC Lookback: 300 bars - Show POC: ON 📦 Zones: - Min Absorption Ratio: 2.0 - HVN Threshold: 1.5 - Max Zones: 8 🔄 Divergences: - Pivot L/R: 9 - Early Warning: ON - Early Right Bars: 3 - Min Bars Between: 40 - Min CVD Diff: 5% ``` ### 5m Scalping ``` Profile Lookback: 100 POC Lookback: 200 Pivot L/R: 7 Early Warning Right: 2 Min Bars Between: 60 ``` ### 1H Swing Trading ``` Profile Lookback: 200 POC Lookback: 400-500 Pivot L/R: 12-14 Early Warning Right: 4-5 Min Bars Between: 30 Min CVD Diff: 8% ``` ## 💡 How to Trade ### Setup 1: Divergence at Zone ⭐ (BEST - 75%+ win rate) **Entry:** - Price hits demand/supply zone - Divergence appears (early or confirmed) - Double confluence = high probability **Example (Long):** ``` 1. Price drops into green demand zone 2. ⚠️ Early bullish divergence fires 3. Enter long with tight stop below zone 4. Target: POC or next supply zone ``` **Risk/Reward:** 1:3 to 1:5 --- ### Setup 2: POC Bounce/Rejection **Entry:** - Price approaches POC line - Wait for reaction (bounce or rejection) - Enter in direction of reaction **Long Setup:** ``` 1. Price pulls back to POC from above 2. POC acts as support 3. Bullish divergence appears (confirmation) 4. Enter long, stop below POC ``` **Short Setup:** ``` 1. Price rallies to POC from below 2. POC acts as resistance 3. Bearish divergence appears 4. Enter short, stop above POC ``` **Risk/Reward:** 1:2 to 1:4 --- ### Setup 3: Zone + Profile Confluence **Entry:** - Supply/demand zone aligns with thick profile bar - Shows high CVD activity at that level - Triple confluence = very high probability **Example:** ``` 1. Supply zone at 26,100 2. Profile shows heavy selling at 26,100 3. Price rallies to 26,100 4. Bearish divergence appears 5. Enter short ``` **Risk/Reward:** 1:4 to 1:6 --- ### Setup 4: Early Warning Scalp ⚡ **Entry (Aggressive):** - ⚠️ Early warning fires - Price at zone or POC - Enter immediately - Tight stop (1-2 ATR) **Management:** ``` - Take 50% profit at 1:1 - Move stop to breakeven - 🔻 Confirmed signal → Trail stop - Exit rest at target ``` **Risk/Reward:** 1:1.5 to 1:2 **Trades/day:** 3-8 --- ### Setup 5: Multi-Timeframe (Advanced) **Confirmation Required:** ``` Higher TF (1H): - Confirmed divergence - At major POC or zone Lower TF (15m): - Early warning triggers - Entry with better timing ``` **Benefits:** - HTF gives direction - LTF gives entry - Best of both worlds **Risk/Reward:** 1:3 to 1:5 --- ## 📊 Component Details ### CVD Profile **What the colors mean:** - **Blue bars** = Buying CVD (demand) - **Orange bars** = Selling CVD (supply) - **Lighter shade** = Value Area (70% CVD) - **Thicker bar** = More volume at that price **How to use:** - Thick bars = Support/Resistance - Profile shape shows market structure - Balanced profile = range - Skewed profile = trend --- ### Supply/Demand Zones **How they're detected:** 1. High Volume Node (1.5x average) 2. CVD buy/sell ratio calculated 3. Ratio ≥ 2.0 → Zone created 4. Sorted by strength (top 8 shown) **Zone labels show:** - Type: "Demand" or "Supply" - Ratio: "2.8:1" = strength **Not like other indicators:** - ❌ Other tools use price action alone - ✅ This uses actual CVD absorption - Shows WHERE limit orders defended levels --- ### Point of Control (POC) **What it shows:** - Price with highest CVD activity - Market's "fair value" - Dynamic S/R level **How to use:** - Price above POC = bullish bias - Price below POC = bearish bias - POC retest = trading opportunity - POC cross = trend change signal **Independent lookback:** - Profile: 150 bars (short-term) - POC: 300 bars (longer-term context) - Gives stable, relevant POC --- ## 🔧 Settings Explained ### 📊 Profile Settings **Lookback Bars** (150 default) - How many bars for profile calculation - Lower = more recent, reactive - Higher = more historical, stable **Profile Rows** (24 default) - Granularity of distribution - Lower = coarser (faster) - Higher = finer detail (slower) **Profile Position** - Right: After current price - Left: Before lookback period - Current: At lookback start **Value Area** (70% default) - Highlights main CVD concentration - 70% is standard - Higher % = wider zone --- ### 🎯 POC Settings **POC Lookback** (300 default) - Independent from profile - Longer = more stable POC - Shorter = more reactive POC **Show POC Line/Label** - Toggle visibility - Customize color/width --- ### 📦 Zone Settings **Min Absorption Ratio** (2.0 default) - Buy/Sell threshold for zones - 2.0 = 2:1 ratio minimum - Higher = fewer, stronger zones **HVN Threshold** (1.5 default) - Volume must be 1.5x average - Higher = stricter filtering - Lower = more zones **Max Zones** (8 default) - Limits display clutter - Shows strongest N zones only --- ### 🔄 Divergence Settings **Pivot Left/Right** (9/9 default) - Bars to confirm pivot - Higher = slower, more confirmed - Lower = faster, less confirmed **Early Warning** - ON = Show early signals - Early Right Bars (3 default) - 3 = 6 bars faster than confirmed **Filters:** - Min Bars Between (40): Prevents spam - Min CVD Diff % (5): Filters weak signals **Visual:** - Line styles: Solid/Dashed/Dotted - Colors: Customize all 4 types - Labels: Toggle ON/OFF --- ## 🎨 Color Customization **Divergences:** - Bullish Confirmed: Green (default) - Bearish Confirmed: Red (default) - Early Bullish: Purple (default) - Early Bearish: Purple (default) **Zones & Profile:** - Bull/Demand: Green - Bear/Supply: Red - Buy CVD Profile: Blue - Sell CVD Profile: Orange - Value Area Up/Down: Lighter blue/orange **POC:** - POC Color: Yellow (default) All customizable to your preference! --- ## 🔔 Alerts Available **6 Alert Types:** 1. 🔻 Bearish Divergence (confirmed) 2. 🔺 Bullish Divergence (confirmed) 3. ⚠️ Early Bearish Warning 4. ⚠️ Early Bullish Warning 5. (Manual: POC cross) 6. (Manual: Zone touch) **Setup:** 1. Click Alert (⏰) 2. Choose "CVD Zones & Divergence" 3. Select alert type 4. Configure notification 5. Create! --- ## 💎 Pro Tips ### From Experienced Traders: **"Use zones with divergences for best setups"** - Zone alone: 60% win rate - Divergence alone: 65% win rate - Both together: 75%+ win rate **"POC is your friend"** - Price tends to revert to POC - Great target for counter-trend trades - POC cross = potential trend change **"Profile tells the story"** - Thick bars = institutional levels - Balanced profile = range-bound - Skewed high = distribution (top) - Skewed low = accumulation (bottom) **"Early warnings for entries, confirmed for confidence"** - Early = better entry price - Confirmed = validation - Use both in scale-in strategy **"Filter by timeframe"** - 1m-5m: Very fast, many signals - 15m: Sweet spot for most traders - 1H-4H: High quality, fewer signals --- ## 🔧 Tuning Guide ### Too Cluttered? **Simplify:** ``` ✅ Show Divergences: ON ✅ Show POC: ON ❌ Show Zones: OFF (or reduce to 4-5) ❌ Show Value Area: OFF ❌ Divergence Labels: OFF → Clean chart with just lines + POC ``` ### Missing Opportunities? **More Signals:** ``` ↓ Pivot Right: 6-7 ↓ Early Warning Right: 2 ↓ Min Bars Between: 25-30 ↓ Min CVD Diff: 2-3% ↓ Min Absorption Ratio: 1.8 ``` ### Too Many False Signals? **Stricter Filters:** ``` ↑ Pivot Right: 12-15 ↑ Min Bars Between: 60 ↑ Min CVD Diff: 8-10% ↑ Min Absorption Ratio: 2.5 ↓ Max Zones: 4-5 ``` ### POC Not Making Sense? **Adjust POC Lookback:** ``` If too high: Increase to 400-500 If too low: Increase to 400-500 If jumping around: Increase to 500+ → Longer lookback = more stable POC ``` --- ## ❓ FAQ **Q: Difference from CVD Divergence (standalone)?** A: This is the **complete package**: - Divergence tool = divergences only - This = divergences + POC + profile + zones - Use divergence tool for clean charts - Use this for full analysis **Q: Too slow/laggy?** A: Reduce computational load: ``` Profile Rows: 18 (from 24) Lookback: 100 (from 150) Max Zones: 5 (from 8) ``` **Q: No volume data error?** A: Symbol has no volume - Works: Futures, stocks, crypto - Maybe: Forex (broker-dependent) - Doesn't work: Some forex pairs **Q: Can I use just some features?** A: Absolutely! Toggle what you want: ``` Zones only: Turn off divergences + POC POC only: Turn off zones + divergences Divergences only: Turn off zones + POC + profile Mix and match as needed! ``` **Q: Best timeframe?** A: - **1m-5m**: Scalping (busy, many signals) - **15m**: Day trading ⭐ (recommended) - **1H-4H**: Swing trading (quality signals) - **Daily**: Position trading (very selective) **Q: Works on crypto/forex/stocks?** A: - ✅ Futures: Excellent - ✅ Stocks: Excellent - ✅ Crypto: Very good (major pairs) - ⚠️ Forex: Depends on broker volume --- ## 📈 Performance Expectations ### Realistic Win Rates | Strategy | Win Rate | Avg R/R | Trades/Week | |----------|----------|---------|-------------| | Early warnings only | 55-65% | 1:1.5 | 15-30 | | Confirmed only | 70-80% | 1:2 | 8-15 | | Divergence + Zone | 75-85% | 1:3 | 5-12 | | Full confluence (all 4) | 80-90% | 1:4+ | 3-8 | **Keys to success:** - Don't trade every signal - Wait for confluence - Proper risk management - Trade what you see, not what you think --- ## 🚀 Quick Start **New User (5 minutes):** 1. ✅ Add to 15m chart 2. ✅ Default settings work well 3. ✅ Watch for 1 week (don't trade yet!) 4. ✅ Note which setups work best 5. ✅ Backtest on 50+ signals 6. ✅ Start with small size 7. ✅ Scale up slowly **First Trade Checklist:** - Divergence + Zone/POC = confluence - Clear S/R level nearby - Risk/reward minimum 1:2 - Position size = 1% risk max - Stop loss placed - Target identified - Journal entry ready --- ## 📊 What Makes This Special? **Most indicators:** - Use RSI/MACD divergences (lagging) - Guess at S/R zones (subjective) - Don't show actual order flow **This indicator:** - Uses real CVD (actual volume delta) - Absorption-based zones (real orders) - Profile shows distribution (real activity) - POC shows equilibrium (real fair value) - All from one data source (coherent) **Result:** - Everything aligns - No conflicting signals - True order flow analysis - Professional-grade toolkit --- ## 🎯 Trading Philosophy **Remember:** - Indicator shows you WHERE to look - YOU decide whether to trade - Quality over quantity always - Risk management is #1 - Patience beats aggression **Best trades have:** - ✅ Multiple confluences - ✅ Clear risk/reward - ✅ Obvious invalidation point - ✅ Aligned with trend/context **Worst trades have:** - ❌ Single signal only - ❌ Poor location (middle of nowhere) - ❌ Unclear stop placement - ❌ Counter to all context --- ## ⚠️ Risk Disclaimer **Important:** - Past performance ≠ future results - All trading involves risk - Only risk what you can afford to lose - This is a tool, not financial advice - Use proper position sizing - Keep a trading journal - Consider professional advice **Your responsibility:** - Which setups to trade - Position size - Entry/exit timing - Risk management - Emotional control **Success = Tool + Strategy + Discipline + Risk Management** --- ## 📝 Version History **v1.0** - Current Release - CVD divergences (confirmed + early warning) - Point of Control (independent lookback) - CVD profile histogram - Supply/demand absorption zones - Value area visualization - 6 alert types - Full customization --- ## 💬 Community **Questions?** Drop a comment below **Success story?** Share with the community **Feature request?** Let me know **Bug report?** Provide details in comments --- **Happy Trading! 🚀📊** *Professional order flow analysis in one indicator.* **Like this?** ⭐ Follow for more quality tools!
Indicateur Pine Script®
par kb1ath
CVD Divergence Detector# CVD Divergence Detector Clean, focused divergence detection using **Cumulative Volume Delta (CVD)** - one of the most reliable reversal signals in trading. ## 🎯 What It Does Identifies divergences between **price action** and **volume delta**: **🔻 Bearish Divergence**: Price makes Higher High, but CVD doesn't → Expect reversal DOWN **🔺 Bullish Divergence**: Price makes Lower Low, but CVD doesn't → Expect reversal UP ## ✨ Key Features ### Two Detection Modes **1. Confirmed Divergences** (High Accuracy) - Solid red/green lines - Labels: 🔻 Bear / 🔺 Bull - Fully confirmed pivots (9 bars default) - Win rate: ~70-80% **2. Early Warning Mode** ⚡ (Fast Signals) - Dashed yellow lines - Labels: ⚠️ Early Bear / ⚠️ Early Bull - Fires 6+ bars earlier (3 bars default) - Win rate: ~55-65% ### Smart Filtering - Minimum bars between signals (prevents spam) - Minimum CVD strength requirement (filters weak signals) - Adjustable pivot periods for any timeframe ### Four Alert Types - 🔻 Confirmed Bearish Divergence - 🔺 Confirmed Bullish Divergence - ⚠️ Early Bearish Warning - ⚠️ Early Bullish Warning ## ⚙️ Recommended Settings **15m Day Trading** (Best for most traders): ``` Pivot Left/Right: 9 Early Warning Right: 3 Min Bars Between: 40 Min CVD Diff: 5% Anchor TF: 1D ``` **5m Scalping**: ``` Pivot Left/Right: 7 Early Warning Right: 2 Min Bars Between: 60 Min CVD Diff: 5% ``` **1H Swing Trading**: ``` Pivot Left/Right: 12-14 Early Warning Right: 4-5 Min Bars Between: 30 Min CVD Diff: 8% ``` ## 💡 Trading Strategies ### Strategy 1: Early Entry (Scalpers) - ⚠️ Early warning → Enter immediately - Stop: Just beyond pivot - Target: 1:2 R/R minimum - Trades/day: 3-8 ### Strategy 2: Scale In (Day Traders) - ⚠️ Early warning → 25% position - 🔻 Confirmed → Add 75% - Move stop to breakeven - Trades/week: 5-15 ### Strategy 3: Confirmation Only (Swing Traders) - Wait for 🔻 confirmed signal only - Wider stops (1-2 ATR) - Hold for bigger moves - Trades/month: 8-20 ## 🎯 How to Use 1. **Install** indicator on your chart 2. **Choose** your timeframe (15m recommended to start) 3. **Enable** Early Warning for faster signals OR disable for confirmed only 4. **Set alerts** for your preferred divergence types 5. **Combine** with support/resistance for best results ## 🔧 Tuning Guide **Too many signals?** - Increase Pivot Right to 12-15 - Increase Min Bars Between to 60 - Increase Min CVD Diff to 8-10% **Signals too slow?** - Enable Early Warning - Decrease Early Warning Right to 2 - Decrease Pivot Right to 6-7 **Want cleaner chart?** - Turn off labels (lines only) - Disable early warnings (confirmed only) ## ⚠️ Important Notes **Requirements:** - Volume data required (works on futures, stocks, crypto) - May not work on some forex pairs (broker-dependent) **Performance:** - No indicator is 100% accurate - Always use proper risk management - Combine with price action and S/R levels - Quality over quantity - don't trade every signal **Best Results:** - Divergence AT support/resistance = high probability - Divergence + trend reversal pattern = confluence - Multiple timeframe confirmation = strongest signals ## 📊 What Makes This Different? **Other divergence indicators:** - Use RSI, MACD, or other oscillators - Don't show actual order flow - Often give false signals **This indicator:** - Uses real CVD (Cumulative Volume Delta) - Shows actual buying/selling pressure - Filters for quality (not quantity) - Two modes: fast OR accurate (your choice) - No clutter - just clean divergence lines ## 🚀 Quick Start 1. Add to chart 2. Default settings work well for 15m 3. Watch for 1 week before trading 4. Start with small size 5. Track your results ## 📈 Typical Performance | Mode | Win Rate | Avg R/R | Best For | |------|----------|---------|----------| | Early Warning | 55-65% | 1:1.5 | Scalping | | Confirmed | 70-80% | 1:2 | Swing trading | | Both (Scale In) | 65-75% | 1:3 | Day trading | | With Confluence | 75-85% | 1:3+ | All styles | ## 💬 Tips from Pro Traders - "Use early warnings for entries, confirmed for validation" - "Best at major S/R levels - skip divergences in the middle of nowhere" - "Lower timeframes = more signals but lower quality" - "On 15m chart, early warnings give you 1.5 hour head start" - "Combine with volume spikes for highest probability" ## 🔔 Alert Setup 1. Click Alert button (⏰) 2. Choose "CVD Divergence Detector" 3. Select alert type 4. Configure notifications 5. Done! ## ⚙️ Settings Explained **Delta Source:** - Anchor Timeframe: Higher TF for CVD calculation (1D for day trading) - Custom Lower TF: Advanced users only **Pivot Logic:** - Pivot Left/Right: How many bars to confirm pivot - Early Warning Right: How fast early signals fire - Min Bars Between: Prevents signal spam - Min CVD Diff %: Filters weak divergences **Visual:** - Show Lines/Labels: Toggle display - Colors: Customize to your preference - Label Size: Adjust for readability ## ❓ FAQ **Q: No signals appearing?** - Check volume data is available - Lower Min CVD Diff to 2-3% - Lower Pivot Right to 5-7 **Q: Too many signals?** - Increase filters (see Tuning Guide above) - Turn off early warnings - Use confirmed only **Q: Signals too late?** - Enable Early Warning mode - Decrease Early Warning Right to 2-3 **Q: Works on crypto/forex?** - Crypto: Yes (major pairs) - Forex: Sometimes (depends on broker volume data) - Futures/Stocks: Yes (best performance) ## 📚 Learn More For detailed strategies, examples, and advanced techniques, check the full user guide. --- **Remember:** This is a tool, not a crystal ball. Combine with: - Price action analysis - Support/resistance levels - Risk management - Proper position sizing **The best trade is the one you don't force.** 🎯 --- ## 📝 Version Info **v1.0** - Initial Release - Confirmed divergence detection - Early warning mode - Smart filtering system - Four alert types - Clean visual design --- **Questions? Suggestions?** Drop a comment below! 👇 **Found this helpful?** Like and follow for more professional indicators! ⭐
Indicateur Pine Script®
par kb1ath
8
ZScore SemiConductoresZ-Score of Semiconductor Sector Volume This custom Pine Script indicator applies a Z-Score calculation to the aggregated trading volume of leading semiconductor companies. The goal is to highlight statistical extremes in sector activity that may signal unusual market behavior. 🔧 How it works - Fixed ticker list: NVDA, AVGO, TSM, AMD, ASML, MU, ARM, ON, TXN, QCOM, INTC. - Aggregate volume: The script sums the trading volume of all tickers in the list for the selected timeframe. - Z-Score calculation: - Moving average and standard deviation are computed over a configurable window (default = 50 bars). - Formula: Z= (Current Volume - Mean) / Standard Deviation Visualization: - Z-Score plotted in green. - Reference lines at 0, ±1σ, ±2σ. - Labels (triangles) mark critical signals when Z > +2 or Z < -2. 📈 Why it matters - Detects abnormal surges or drops in sector-wide volume. - Highlights potential euphoria (+2σ) or panic (-2σ) moments. - Useful as a filter for trading strategies or as a sector-level alert system. ⚠️ Disclaimer: This script is for educational purposes only and not financial advice
Indicateur Pine Script®
par JuanDeNogoya
Volume Aggregated Spot & Futures -- Crypto (by plyst & more)📊 Volume Aggregated Spot & Futures - Enhanced Edition 🎯 Overview Advanced volume aggregation indicator that combines spot and perpetual futures volume across the top 10 cryptocurrency exchanges. This enhanced version builds upon the original work by @HALDRO Project with optimized calculations and expanded functionality. ✨ Key Features - 📈 Real-time aggregated volume from 10 major exchanges (Binance, Bybit, OKX, Coinbase, Bitget, KuCoin, Kraken, MEXC, Gate.io, HTX) - 🔄 Multiple visualization modes: Volume, Delta, Cumulative Delta, Spot vs Perp analysis, Liquidations, OBV, and MFI - 💱 Multi-currency support: Display volume in COIN, USD, or EUR - 🎨 Clean, single-color bar chart showing total cumulative volume - 📊 Multiple calculation methods: SUM, AVG, MEDIAN, VARIANCE - 🎯 Separate spot (USDT, USD, USDC, etc.) and perpetual futures (.P contracts) tracking 🔧 Technical Improvements ✓ Corrected MFI formula for accurate money flow calculations ✓ Optimized volume aggregation logic with proper NA handling ✓ Support for 10 exchanges (up from 9) ✓ Streamlined codebase for better performance ✓ Updated perpetual contract naming conventions (.P format) 📖 Usage Perfect for analyzing total market volume, identifying liquidation events, tracking buyer/seller pressure through delta analysis, and understanding the spot vs futures market dynamics. 🙏 Credits Original concept and framework by @HALDRO Project. This version includes mathematical corrections, code optimizations, and expanded exchange support. ⚠️ Note Aggregated volume is calculated from external exchange data using request.security(). Ensure your plan supports the necessary security calls for optimal performance.
Indicateur Pine Script®
par plyst
6