Commencez

Orderflow

Bubble volume engine xjumpEcco una descrizione pronta da usare. Te la do in tre versioni di lunghezza diversa, scegli quella che ti serve in base al canale dove la pubblichi (TradingView ha limiti diversi da una pagina blog o un README). 📝 Versione SHORT — TradingView "Short description" (1-2 righe) Motore di lettura dell'order flow che combina Delta Volume, struttura candela, sweep di liquidità, divergenze CVD e trend HTF in un sistema a confluenza 5★. Auto-tuning su tutti i timeframe. 📄 Versione MEDIUM — Descrizione TradingView completa Volume Flow Engine PRO trasforma il Delta Volume da semplice indicatore in un motore completo di lettura del flusso. Invece di mostrarti solo "dove sono i compratori vs venditori", combina cinque livelli di contesto — delta normalizzato, struttura candela, liquidità, volume relativo, trend di timeframe superiore — in un punteggio di confluenza da 0 a 5 stelle che decide visivamente l'importanza di ogni segnale. Cosa rileva: Bolle delta posizionate dentro le candele, dimensionate sulla forza statistica del flusso (z-score) Assorbimento di liquidità — quando il prezzo sweepa un massimo/minimo ma chiude contro il delta, segnale di smart money che assorbe gli stop Divergenze CVD/Prezzo — quando il Cumulative Delta diverge dal prezzo, segnale di esaurimento del movimento Pattern VSA — Up Thrust, Spring, No Demand, No Supply per leggere accumulazione e distribuzione Filtro Trend HTF — premia le bolle allineate al trend del timeframe superiore, scarta quelle controtrend VWAP intracandela — verifica che chi ha spinto sia rimasto dominante fino alla chiusura Auto-tuning per timeframe: Lo script riconosce automaticamente se sei su 1m, 5m, 15m, 1h, 4h, Daily, e regola da solo Lower Timeframe, Higher Timeframe, dimensione bolle, soglie di filtro e modalità no-repaint. Puoi anche disattivare l'auto-mode e configurare tutto manualmente. Dashboard integrata nell'angolo del grafico riassume lo stato corrente: delta, z-score, score di confluenza, trend HTF, direzione CVD, posizione vs VWAP, e una riga "Stato" che traduce tutto in un'azione leggibile (STRONG BUY, BUY ABSORB, DIV BEARISH, ecc.). Non è un indicatore di entry/exit automatici. È uno strumento di lettura del flusso che ti dice quando il mercato sta facendo qualcosa di rilevante e perché. Sta a te decidere cosa farne. Funziona su tutti gli strumenti volume-enabled: crypto, futures, azioni, indici, forex pairs maggiori. 📚 Versione LONG — Per descrizione dettagliata, README, blog, manuale Cos'è Volume Flow Engine PRO È un indicatore TradingView (Pine v6) che legge il flusso di ordini ricostruendo il Delta Volume dai dati di un timeframe inferiore, e lo arricchisce con il contesto necessario perché un segnale di delta possa diventare un segnale operativo. Il delta da solo è spesso bugiardo: un volume di acquisto enorme può essere assorbito da venditori più forti, una candela rialzista può nascondere distribuzione, un breakout con delta perfetto può essere un trap di liquidità. Questo script affronta esattamente questo problema. La filosofia Tre principi guidano il design: 1. Il delta va contestualizzato. Un delta di +1000 contratti significa cose diverse su BTC e su EURUSD. Lo z-score normalizza il delta sulla sua deviazione standard locale, rendendo la forza confrontabile tra strumenti e periodi. 2. La confluenza vale più del singolo segnale. Una bolla con score 1/5 vale molto poco. Una con 5/5 sta segnalando che delta, volume, struttura, liquidità e trend HTF stanno dicendo la stessa cosa. Lo script ti aiuta a distinguerle visivamente con colore, dimensione e trasparenza graduati. 3. L'occhio deve leggere prima del cervello. Le bolle stanno dentro la candela, la dimensione è proporzionale alla forza, le divergenze hanno background colorato, i pattern VSA hanno marker chiari. Apri il grafico e in due secondi sai dove guardare. Cosa fa, in dettaglio Delta Volume con z-score — Richiede al timeframe inferiore (1s, 1m, 5m, ecc. a seconda del grafico) i dati di volume up/down, calcola il delta netto per ogni candela, e lo normalizza con media e deviazione standard a 20 periodi. Il risultato è uno z-score con segno che ti dice quante deviazioni standard sopra/sotto la media è il delta corrente. Sopra 1.5σ = "aggressivo", sopra 2σ = "estremo". Bolle dentro la candela — Posizione direzionale: bolle buy al 65% del range della candela, bolle sell al 35%. Quando lo score sale, la bolla migra verso il centro del corpo (segnale forte e ben centrato). Dimensione scalata su 5 livelli (Tiny/Small/Normal/Large/Huge) in base al z-score, con cap utente per evitare bolle che escono dalle candele su zoom out. Assorbimento di liquidità — Detection: la candela ha sweepato il massimo (o minimo) delle ultime 20 candele, ma chiude dalla parte opposta, mentre il delta è contro la chiusura. Tradotto: i venditori (o compratori) hanno preso liquidità sopra/sotto un livello, ma qualcuno di più grande ha assorbito tutto e ha portato il prezzo nella direzione opposta. Marcato con triangolo cyan (ABS+) o arancione (ABS-) e bolla dedicata. Divergenze CVD/Prezzo — Calcola un CVD locale (somma rolling del delta su 50 candele), individua i pivot di prezzo e di CVD, e quando prezzo fa nuovo massimo ma CVD no (o viceversa), segnala divergenza con label rossa/verde sopra/sotto la candela e background colorato. Questa è la feature predittiva più potente dello script. Pattern VSA classici — Up Thrust (candela rialzista con wick lungo in alto e volume alto = falso breakout up), Spring (specchio in basso), No Demand (rialzo con volume basso = compratori assenti), No Supply (ribasso con volume basso = venditori assenti). Marker piccoli e discreti sopra/sotto la candela. Filtro Trend HTF — Confronta la chiusura di un timeframe superiore (auto: 4-6× il TF corrente) con una EMA 50. Se la chiusura è sopra = trend bull HTF, sotto = bear. Le bolle allineate al trend HTF ottengono +1 al score, quelle contro -1 e diventano più trasparenti. Disattivabile. VWAP intracandela — Calcola il VWAP usando i dati LTF della singola candela. Se la chiusura è dalla parte del delta (delta+ con close > VWAP intracandela, o delta- con close < VWAP), bonus +1 al score. Significa che chi ha spinto è rimasto dominante fino al close. Confluence Score 0–5★ — Somma di cinque condizioni base (delta allineato alla direzione candela, volume relativo confermato, delta strong z-score, sweep liquidità rilevato, struttura candela espansiva) più bonus/malus da HTF trend e VWAP. Clampato 0-5. Visualizzato come stelle nelle etichette e come trasparenza graduata della bolla. Effort vs Result — Pattern VSA bonus: alto volume + corpo candela piccolo = sforzo enorme senza risultato, tipico di assorbimento o distribuzione in corso. Marcato con piccolo diamante giallo al centro candela. Auto-Tuning Timeframe — Riconosce automaticamente la categoria del timeframe del grafico (Scalping, Intraday breve/medio/lungo, Swing, Position, Long-term) e applica preset coerenti per LTF, HTF, dimensione bolle massima, filtro display e modalità confirmed-only. Cambia TF nel grafico → tutto si riconfigura. Se vuoi override su qualcosa, basta disattivare Auto e usare i valori manuali. Dashboard operativa — Tabella in angolo a scelta (5 posizioni, 3 dimensioni) che riassume in 8 righe: Modalità (Auto/Manual), preset attivo, Delta corrente, Z-Score in σ, Score in stelle, stato HTF Trend, direzione CVD, posizione vs VWAP intracandela, e riga Stato che traduce tutto in label leggibile (STRONG BUY, STRONG SELL, BUY ABSORB, SELL ABSORB, DIV BULLISH, DIV BEARISH, UT, SP, ND, NS, Neutro). Modalità no-repaint — Toggle che mostra tutti i marker solo a barra chiusa. Auto-attivata su scalping e intraday breve (dove il rumore intra-bar inganna di più), disattivata su TF medi e alti (dove vuoi vedere il flusso che si forma). 11 alert configurabili — Delta Bubble, Buy/Sell Delta Bubble, Buy/Sell Absorption, Alta Confluenza (4★+), Massima Confluenza (5★), Up Thrust, Spring, CVD Bullish/Bearish Divergence, Effort vs Result. Tutti collegabili a webhook o notifiche. Per chi è Tradisti che usano l'order flow come edge primario o come filtro di conferma su sistemi tecnici. Funziona bene su qualsiasi mercato con dati di volume affidabili: crypto perpetuals e spot, futures CME/CBOE, azioni US/EU principali, indici, forex pairs maggiori. Non funziona su strumenti senza volume reale (alcuni forex broker, ticker sintetici, indici calcolati). Cosa NON è Non è un sistema di entry/exit. Non genera segnali long/short automatici. Non garantisce nulla. È uno strumento di lettura del mercato — ti dice quando sta succedendo qualcosa di interessante e cosa, ma sta a te integrarlo nel tuo processo decisionale e gestire il rischio. What is Volume Flow Engine PRO A TradingView Pine v6 indicator that reads order flow by reconstructing Volume Delta from lower timeframe data, then enriches it with the context required to turn a raw delta signal into an actionable one. Delta alone is often misleading: massive buy volume can be absorbed by stronger sellers, a bullish candle can hide distribution, a clean breakout with perfect delta can be a liquidity trap. This script addresses exactly that problem. The philosophy Three principles drive the design: 1. Delta needs context. A delta of +1000 contracts means very different things on BTC and EURUSD. The z-score normalizes delta against its local standard deviation, making strength comparable across symbols and time periods. 2. Confluence beats single signals. A 1/5 score bubble is noise. A 5/5 bubble is telling you that delta, volume, structure, liquidity, and HTF trend are all saying the same thing. The script helps you tell them apart visually, with graduated color, size, and transparency. 3. The eye reads before the brain. Bubbles sit inside the candle, size scales with strength, divergences get colored backgrounds, VSA patterns get distinct markers. Open the chart and within two seconds you know where to look. What it does, in detail Volume Delta with z-score — Requests up/down volume data from a lower timeframe (1s, 1m, 5m, etc. depending on the chart), computes net delta per candle, and normalizes it with a 20-period rolling mean and standard deviation. The result is a signed z-score telling you how many standard deviations above or below average the current delta is. Above 1.5σ = "aggressive", above 2σ = "extreme". Bubbles inside the candle — Directional positioning: buy bubbles at 65% of the candle range, sell bubbles at 35%. As the score climbs, the bubble migrates toward the candle body center (strong, well-anchored signal). Size scales across 5 tiers (Tiny / Small / Normal / Large / Huge) based on z-score, with a user-defined cap to prevent bubbles from spilling out of candles on zoom out. Liquidity absorption — Detection logic: the candle sweeps the high (or low) of the last 20 candles, but closes on the opposite side, while delta is against the close. Translation: sellers (or buyers) took liquidity above/below a level, but something bigger absorbed it all and dragged price the other way. Marked with a cyan triangle (ABS+) or orange triangle (ABS-) and a dedicated bubble. CVD / Price Divergences — Computes a rolling CVD (cumulative delta sum over 50 candles), identifies price and CVD pivots, and when price prints a new high but CVD doesn't (or vice versa), flags the divergence with a red/green label above/below the candle plus a soft background highlight. This is the most predictive feature of the script — when you see it, pay attention. Classic VSA patterns — Up Thrust (bullish candle with long upper wick and high volume = failed breakout up), Spring (mirror image to the downside), No Demand (rally with low volume = buyers absent), No Supply (decline with low volume = sellers absent). Small, discreet markers above/below the candle. HTF Trend filter — Compares the close of a higher timeframe (auto-tuned to 4-6× the current TF) against a 50-period EMA. Close above = HTF bull trend, below = bear. Bubbles aligned with HTF trend get +1 to their score, counter-trend bubbles get -1 and become more transparent automatically. Toggle off if not needed. Intra-candle VWAP — Calculates VWAP using lower timeframe data within the current candle. If the close lands on the delta's side (positive delta with close above intra-candle VWAP, or negative delta with close below), bonus +1 to score. Meaning: whoever pushed stayed in control all the way to the close. Confluence Score 0–5★ — Sum of five base conditions (delta aligned with candle direction, relative volume confirmed, delta strong by z-score, liquidity sweep detected, expansive candle structure) plus bonuses/penalties from HTF trend and intra-candle VWAP. Clamped to 0–5. Visualized as stars in labels and graduated bubble transparency. Effort vs Result — Bonus VSA pattern: high volume + small candle body = massive effort, no result, typical of ongoing absorption or distribution. Marked with a small yellow diamond at the candle's midpoint. Auto-Tuning by Timeframe — Automatically detects the chart timeframe category (Scalping, Short / Medium / Long Intraday, Swing, Position, Long-term) and applies coherent presets for Lower Timeframe, Higher Timeframe, max bubble size, display filter, and confirmed-bars-only mode. Change the chart TF → everything reconfigures. Want to override a single parameter? Just toggle Auto off and use the manual values. Operational Dashboard — Configurable corner table (5 positions, 3 sizes) summarizing in 8 rows: Mode (Auto/Manual), active preset, current Delta, Z-Score in σ, Score as stars, HTF Trend state, CVD direction, intra-candle VWAP position, and a State row that translates everything into a readable label (STRONG BUY, STRONG SELL, BUY ABSORB, SELL ABSORB, DIV BULLISH, DIV BEARISH, UT, SP, ND, NS, Neutral). No-repaint mode — Toggle that renders all markers only on closed bars. Auto-enabled on scalping and short intraday (where intra-bar noise is most deceiving), disabled on medium and high TFs (where you want to see flow forming live). 11 configurable alerts — Delta Bubble, Buy/Sell Delta Bubble, Buy/Sell Absorption, High Confluence (4★+), Max Confluence (5★), Up Thrust, Spring, CVD Bullish/Bearish Divergence, Effort vs Result. All compatible with webhooks and push notifications.
Indicateur Pine Script®
par smarras
Swing Failure Pattern (SFP) - Advanced & ImprovedSwing Failure Pattern (SFP) automatically detects liquidity sweeps on your chart — bars that wick past a prior swing high or low and close back inside it — and marks them with labels, swept level lines, and optional retest tracking. ================================= WHAT IS AN SFP? Every significant swing high and low on your chart has a cluster of orders sitting just beyond it. Stop losses from traders who are long, buy stops from traders waiting for a breakout, limit orders placed at round numbers. All of that sitting at one level is called liquidity. An SFP is what happens when the market reaches that level, triggers all those orders, and then immediately reverses. Price makes a new high or low — just enough to sweep the liquidity — then snaps back and closes on the other side of the level. Bullish SFP — wick below a prior swing low, close back above it. The sell stops below that level got triggered. The sellers who just got filled are now trapped. Price is labeled below the wick. Bearish SFP — wick above a prior swing high, close back below it. The buy stops above that level got triggered. The buyers who just got filled are now trapped. Price is labeled above the wick. SFP+ and SFP++ — the same wick swept 2 or 3 stacked swing levels at once. More liquidity was grabbed in a single move, which tends to produce a stronger and more sustained reversal. ================================= HOW THE DETECTION WORKS The indicator tracks the most recent swing highs and lows using pivot detection (configurable lookback, stored up to max_age days). Each closed bar is checked against all stored pivots: The wick must exceed the pivot level by at least the minimum sweep size (ATR-based) to filter out micro-wicks that barely graze the level. The close must reject back past the swept level with a minimum close position (top or bottom X% of the bar), filtering weak closes near the middle. Optionally, the bar must have above-average volume — real stop hunts typically show a volume spike. ================================= WHEN IT DOES NOT WORK An SFP is a liquidity event, not a reversal guarantee. Two conditions reduce its reliability significantly: Trading against a strong trend. A bearish SFP in the middle of a powerful uptrend often produces only a brief pause before the move continues. The stop hunt happened, but the underlying demand is too strong to reverse. The HTF Trend Filter setting exists for this reason — enabling it filters SFPs that go against the higher timeframe EMA direction. No supporting context at the level. An SFP that fires at a random mid-range price tends to fail more often than one that occurs at a meaningful confluence of levels — a weekly high, a significant VWAP, a well-established volume node, or a clean structural area that multiple timeframes agree on. The signal is the same but the odds are different. Using this indicator alongside tools that measure level significance will separate the high-quality setups from the noise. ================================= SETTINGS Pivot Detection Intraday pivot bars — confirmation bars required on each side for intraday timeframes (1m to 4H). Default 8. HTF pivot bars — confirmation bars for Daily and above. Default 3. Kept lower because daily swings are structurally significant with less confirmation needed. Max pivots stored — how many recent swing levels are tracked per side. Default 5. Max pivot age (days) — levels older than this are expired. Default 20. Filters Min sweep size — wick must exceed the level by at least this ATR multiple. Min close position % — for bullish SFP, close must be in the top X% of the bar. For bearish, the bottom X%. Volume confirmation — optionally require above-average volume on the SFP bar. HTF Trend Filter When enabled, bullish SFPs only show during uptrends and bearish SFPs only during downtrends, defined by price relative to a configurable EMA on a higher timeframe. Session Filter Optionally restrict signals to the London open and NY open windows (UTC hours, fully configurable). SFPs during these windows tend to be institutionally driven rather than low-liquidity noise. Retest Tracking After an SFP fires, the swept level is stored. If price later returns to that level and holds, a small R label marks the retest candle. The retest is often a cleaner entry than the SFP candle itself. Display Draw swept level lines — dashed line from the original pivot bar to the SFP bar, showing which level was grabbed. Show tracked pivot levels — draws all currently tracked pivots as dashed lines so you can watch levels in real time before an SFP forms. Remove pivot when swept — cleans up the level from storage once it has been used. ================================= RECOMMENDED TIMEFRAME Works on all timeframes. Pivot bars auto-adjust between intraday and HTF values. Most actionable on 1H to 4H for intraday setups and Daily for swing trading.
Indicateur Pine Script®
par Confluencer
Delivery Shift CISD [Viprasol]Overview This indicator is based on an open-source "Change in State of Delivery (CISD)" community script, which detects the ICT concept of a delivery shift — the moment price reverses and closes back through the opening level of the opposing momentum leg that produced it. The original tracks swing-point liquidity, detects bullish and bearish CISD events using a displacement-ratio test, marks the origin level, and flags "strong" CISDs that occur right after opposing liquidity is swept. This version keeps that detection engine intact and adds a Viprasol confluence and execution layer: a 0-4 confluence score with A/B/C grading, optional volume-surge and higher-timeframe bias filters, a signal cooldown, a minimum-score gate, and an ATR-anchored Entry/SL/TP risk overlay drawn on qualified signals. It is built for ICT/SMC traders who use CISD as a confirmation of intraday delivery direction and want each event graded by confluence, with optional filters and an automatic risk projection. How It Works Swing Liquidity (from original): Pivot highs and lows over the swing period create horizontal liquidity lines that extend forward each bar. A line is mitigated when price trades through it (high >= level for a high, low <= level for a low) on a confirmed bar, and removed; lines older than the expiry threshold stop updating. The most recently mitigated high and low, and how many bars ago they were taken, are retained for the sweep test below. CISD Detection (from original): When a candle flips color (a down candle followed by an up candle, or vice versa), its open is stored as a potential CISD origin along with its bar index. On each later bar the script checks whether price has closed back beyond that stored open. If it has, it measures the displacement of the leg as a ratio: for a bearish CISD, (highest close in the leg − origin open) / (top of the bearish run − origin open). If that ratio exceeds the Noise Filter, the event qualifies as a CISD, the origin level is drawn, and the trend state flips. Weaker candidates are discarded and the scan continues to older candidates. Liquidity-Sweep Confluence (from original): A CISD is flagged "strong" when it fires within the liquidity-lookback window after the opposing liquidity was swept — a bearish CISD where a swing high was just taken and price closed back below it, or a bullish CISD where a swing low was taken and price closed back above. These print the labeled sweep arrows. Confluence Score & Grade (new): Every CISD event is scored 0-4 by summing four independent confluence checks: score = strongDisplacement? + liquiditySweep? + htfAligned? + volumeSurge? - strongDisplacement = the measured ratio is at least halfway between the Noise Filter and 1.0 (a decisively strong leg, not a marginal one). - liquiditySweep = the original sweep confluence is present. - htfAligned = the CISD direction agrees with the higher-timeframe EMA. - volumeSurge = volume on the CISD bar exceeds its rolling average × the multiplier. The score maps to a grade — A (>= 3), B (= 2), C (<= 1) — labeled at the origin level. Filters & Qualified Signals (new): Four optional gates can be applied without altering the original CISD drawing: a volume-surge requirement, a higher-timeframe EMA bias (bull only above, bear only below), a per-signal cooldown (minimum bars between qualified signals), and a minimum-confluence-score requirement. A CISD that passes all active gates becomes a "qualified" signal, which is what the risk overlay and the two new qualified alerts use. With every gate at its default (cooldown 0, filters off, min score 0), every CISD qualifies and the original behaviour is unchanged. Risk Overlay (new): On a qualified CISD, the script projects three lines: Entry at the CISD origin level, Stop-Loss beyond the CISD swing extreme (the highest/lowest close captured during detection) plus an ATR buffer, and Take-Profit at Entry ± risk × the Risk:Reward ratio, where risk is the Entry-to-SL distance. Colored ENTRY/SL/TP price labels mark the line ends. Only the most recent qualified signal's projection is kept, to avoid clutter. What Is Original (Viprasol Additions) 1. Confluence score (0-4) and A/B/C grade per CISD, from displacement strength, liquidity sweep, HTF alignment, and volume surge. 2. Minimum-confluence-score gate and the "qualified signal" concept layered on top of raw CISD detection. 3. Optional volume-surge filter (volume above its rolling average × multiplier on the CISD bar). 4. Optional higher-timeframe EMA bias filter (and an always-computed HTF read used for grading). 5. Per-signal cooldown to prevent qualified-signal clustering. 6. ATR-anchored Entry/SL/TP risk overlay with colored price labels, with the stop anchored to the CISD swing extreme. Key Features From the Original: - Swing-point liquidity lines with forward extension, mitigation, and expiry - Displacement-ratio CISD detection for both directions with a Noise Filter - Origin-level lines drawn on each CISD - Trend/delivery-state tracking - Liquidity-sweep confluence with labeled strong-CISD arrows - Swing-high / swing-low dots - Trend-gradient candle coloring Added in This Version (Viprasol): - 0-4 confluence score with A/B/C grade label - Minimum-score gate and qualified-signal logic - Volume-surge filter, HTF EMA bias filter, and signal cooldown - ATR-anchored Entry/SL/TP risk overlay with price labels - Info dashboard (delivery state, last grade, sweep, HTF bias, volume, live liquidity counts) - Two new alerts for qualified bull/bear signals; all alert messages made dynamic How to Use Getting Started: 1. Add to a standard candlestick chart (not Heikin Ashi). 2. With defaults, every CISD is drawn and graded — read the A/B/C label to judge each event's confluence. 3. To trade only stronger setups, raise the Minimum Confluence Score or enable the volume / HTF filters. Reading the Chart: - Candles tint green/red with the current delivery state. - A thick green/red horizontal line marks a CISD origin level; the A/B/C label shows its grade. - ▲/▼ arrows mark strong CISDs that followed an opposing liquidity sweep. - On a qualified CISD (with SL/TP enabled), Entry/SL/TP lines and price labels project to the right. Recommended Starting Points: - Intraday (1m-15m): Swing Period 10-12, Noise Filter 0.6-0.7, Min Score 0-1 - Swing (1H-4H): Swing Period 15-20, Noise Filter 0.7-0.8, Min Score 2, enable HTF bias - Higher conviction: Min Score 3 (grade A), or require volume surge + HTF bias These are starting points only — every market and timeframe behaves differently. Backtest and adjust before trading live. Settings Calculations: Noise Filter (displacement ratio threshold), Swing Period, Expiry Bars, Liquidity Lookback. Signal Filters (Viprasol): signal cooldown, volume-surge requirement (length + multiplier), and HTF EMA bias (resolution + length). Confluence & Quality (Viprasol): show grade on CISD, minimum confluence score. Risk Overlay (Viprasol): show SL/TP on qualified CISD, show price labels, ATR period, SL ATR buffer, Risk:Reward. Appearance: bullish/bearish colors, candle body and wick transparency, hide expired levels, hide mitigated levels. Dashboard / Display: dashboard toggle and position. Alerts 1. Swing High Mitigation — a swing-high liquidity line was taken 2. Swing Low Mitigation — a swing-low liquidity line was taken 3. Bearish CISD — a bearish change in state of delivery fired 4. Bullish CISD — a bullish change in state of delivery fired 5. Strong Bearish (Sweep) — bearish CISD following an opposing liquidity sweep 6. Strong Bullish (Sweep) — bullish CISD following an opposing liquidity sweep 7. Qualified Bull — a bullish CISD that passed all active filters and the score gate 8. Qualified Bear — a bearish CISD that passed all active filters and the score gate All alerts include {{ticker}}, {{close}}, and {{interval}} for dynamic notification messages. Limitations & Disclaimer - CISD detection scans backward through stored candidate origins and uses closing relationships; signals are evaluated as bars confirm and the displacement ratio is measured after the move. - The HTF EMA bias uses request.security with lookahead disabled; HTF values update only as the higher-timeframe bar develops. - Swing liquidity lines are capped (oldest pruned) and can expire; in fast markets some mitigations may occur off-screen relative to the visible levels. - The risk overlay's stop is anchored to the captured swing extreme plus an ATR buffer — it is a mechanical projection, not an optimized stop, and the lines are visual references only; they do not place or manage trades. - Filters and the minimum-score gate reduce the number of qualified signals; in choppy conditions valid CISDs may not qualify, while with all gates off qualified signals equal raw CISDs. - Past performance does not guarantee future results. This indicator is for educational and analytical purposes only and is not financial advice. Always use proper risk management and test on historical data before trading live. Credits & Attribution Based on an open-source "Change in State of Delivery (CISD)" community indicator, which provided the swing-point liquidity lines with extension/mitigation/expiry, the displacement-ratio CISD detection for both directions, the origin-level drawing, the trend/delivery-state tracking, the liquidity-sweep confluence with labeled strong-CISD arrows, the swing dots, and the trend-gradient candle coloring. CISD is an Inner Circle Trader (ICT) concept. Added by Viprasol: the 0-4 confluence score and A/B/C grading, the minimum-score gate and qualified-signal logic, the volume-surge and HTF EMA bias filters, the signal cooldown, the ATR-anchored Entry/SL/TP risk overlay with colored price labels, the info dashboard, and the two additional qualified-signal alerts with dynamic messages. Published open-source per TradingView House Rules.
Indicateur Pine Script®
par viprasol
Session CVD DivergenceSession CVD Divergence splits Cumulative Volume Delta into three independent session streams (Asian, London, and New York) and automatically detects all four divergence types between price and order flow. TWO-SCRIPT SETUP This indicator comes as a pair: Session CVD Divergence (this script) — add to a new pane. Shows the CVD lines for each session and draws divergence lines between the CVD pivots. Session CVD — Chart Labels — add as an overlay. Draws the same divergence lines between the price pivots on the main chart, with labels at each signal. Both scripts must be on the chart together for the full picture. Settings (session times, pivot length, colors) are identical between the two, keep them in sync. Session CVD Chart Labels: WHY SESSION-SCOPED CVD? A standard CVD indicator runs continuously across the entire day. That means London's aggressive buying gets buried inside Asia's quiet accumulation, and by the time New York opens you're reading a blended signal with no session context. This indicator resets CVD to zero at the open of each session. What you see is the net order flow within that session only, independent of what happened before. THE FOUR DIVERGENCE TYPES Regular divergences (reversal signals, solid lines) BD — Bullish Divergence: price makes a lower low, CVD makes a higher low. Selling pressure is drying up. BrD — Bearish Divergence: price makes a higher high, CVD makes a lower high. Buying pressure is fading. Hidden divergences (continuation signals, dashed lines) hBD — Hidden Bullish Divergence: price makes a higher low, CVD makes a lower low. Uptrend remains intact beneath the surface. hBrD — Hidden Bearish Divergence: price makes a lower high, CVD makes a higher high. Downtrend continuation despite apparent strength. Each signal draws a line directly between the two pivots that form the divergence: on the CVD pane between the CVD pivot values, and on the main chart between the price pivot values. Solid lines for reversals, dashed lines for continuations. SAME-SESSION CONSTRAINT Divergence is only detected between two pivots that belong to the same session. A CVD pivot from the Asian session and a pivot from the London session are never compared, as their CVD scales are incompatible since each resets independently. This eliminates a significant source of false signals present in most divergence tools. DELTA APPROXIMATION Each bar's volume delta is estimated using the close-position formula: delta = V x ( 2 x (C - L) / (H - L) - 1 ) A bar closing at its high contributes its full volume as buying. A bar closing at its low contributes its full volume as selling. Everything between is proportional. SETTINGS Session Boundaries — all session open/close times are configurable in UTC hours. Defaults: Asian 00 to 08, London 08 to 16, NY 13 to 21. Pivot Detection Bars — controls sensitivity. Lower = more signals. Higher = only major pivots confirmed by more bars on each side. Regular / Hidden divergence — each type can be toggled independently. Colors — all four divergence types and all three session lines are individually customizable. Session background — subtle shading shows which session each bar belongs to. RECOMMENDED TIMEFRAME 15m to 4H. A warning label appears if the indicator is applied to a daily or higher timeframe.
Indicateur Pine Script®
par Confluencer
Session CVD - Chart LabelsSession CVD Chart Labels is the companion overlay to Session CVD Divergence . It draws divergence lines between the price pivots directly on the main chart, with labels at each signal. ADD BOTH SCRIPTS TO YOUR CHART This script does nothing useful on its own. It is designed to be used alongside Session CVD Divergence , which handles the CVD calculation and displays the divergence lines in a separate pane. Session CVD Divergence — add to a new pane. CVD lines per session plus divergence lines between CVD pivots. Session CVD — Chart Labels (this script) — add as an overlay. Divergence lines between price pivots plus labels on the main chart. Keep the settings (session times, pivot length, colors) identical between both scripts. WHAT THIS SCRIPT DRAWS When a divergence is detected, a line is drawn on the price chart connecting the two price pivots that form the signal. A label appears at the second pivot identifying the type: BD — Regular Bullish Divergence (solid green line) BrD — Regular Bearish Divergence (solid red line) hBD — Hidden Bullish Divergence (dashed dark green line) hBrD — Hidden Bearish Divergence (dashed orange line) Solid lines for reversal signals. Dashed lines for continuation signals. SETTINGS Session Boundaries — UTC hours for Asian (00 to 08), London (08 to 16), and NY (13 to 21) sessions. Pivot Detection Bars — sensitivity of the pivot detection. Lower = more signals, higher = only major confirmed pivots. Regular / Hidden divergence — toggle each type independently. Colors — all four signal types individually customizable. RECOMMENDED TIMEFRAME 15m to 4H , matching the main Session CVD Divergence script.
Indicateur Pine Script®
par Confluencer
Order-flow Volume-bubbles [Quantum Edge]Volume bubbles highlights abnormal participation directly on price bars by plotting color-coded bubble clusters wherever volume, volume delta, or both reach statistically elevated levels. It is built to help traders quickly spot accumulation, distribution, exhaustion, and high-conviction activity without needing to manually inspect every bar’s volume context. The script classifies elevated activity into Small, Medium, and Big clusters using percentile-based thresholds across multiple lookback windows, then places a bubble on the chart at the bar high or low depending on directional classification. This allows traders to see not only where volume expanded, but also whether the event appeared more buy-driven, sell-driven, or mixed. What it does Detects statistically elevated bars using raw volume, lower-timeframe delta, or a combination of both. Grades each event into Small, Medium, or Big cluster tiers. Classifies each cluster as Buy, Sell, or Mixed using candle direction, delta direction, or both. Draws bubble markers directly on the chart so volume events stay anchored to price structure. Optionally prints volume, delta, ratio, or combined metrics inside each bubble. How it works The indicator measures whether current bar volume and absolute delta exceed percentile thresholds over short, medium, and long lookback windows. A consensus model then decides whether one window, a majority of windows, or all windows must agree before the cluster is confirmed. This matters because abnormal volume is relative, not absolute. A bar that looks large in a quiet session may be normal in a highly active session, so the script adapts its thresholds to recent and broader participation conditions instead of relying on fixed volume numbers. Detection modes Volume Only: detects elevated raw bar volume and works on any symbol with volume data. Delta Only: detects elevated directional buy/sell imbalance using lower-timeframe volume delta when available. Volume + Delta: requires both volume and delta to independently confirm, creating the strictest filter. Volume OR Delta: triggers when either one is elevated, making it the most sensitive mode. If lower-timeframe delta is unavailable, the script automatically falls back to Volume Only behavior for detection and uses candle direction as the backup for classification logic. Cluster tiers Small: elevated participation relative to recent history, useful for spotting early interest or emerging activity. Medium: stronger participation that often aligns with meaningful support/resistance interaction, trend continuation, or rotation. Big: rare, high-impact events that can mark climax, breakout, breakdown, capitulation, or institutional involvement. How to use it This indicator is best used as a context tool, not a standalone entry trigger. The strongest use case is to map where meaningful participation entered the market, then combine that information with price structure, sweeps, reclaim behavior, displacement, and retest confirmation. Practical examples: A Big Buy bubble into a prior low followed by reclaim can help confirm accumulation or trap resolution. A Big Sell bubble into a prior high can help confirm distribution or aggressive rejection. A Mixed cluster signals strong activity without clean directional agreement, which can be useful around absorption or rotational conditions. Visual options You can show only Small, Medium, Big, or any combination of tiers to reduce clutter. The script also includes multiple color presets, optional numeric labels inside bubbles, and selectable bubble text such as volume, delta, ratio, or combined metrics. Hovering over a labeled bubble provides expanded detail including cluster level, directional tag, volume, delta, ratio, active detection method, and which lookback windows confirmed the event. Alerts The script includes alert conditions for: Any cluster. Medium and Big clusters. Big clusters only. Notes This script requires symbols with valid volume data to function correctly. On symbols without volume, it displays a warning and does not attempt cluster detection. Because Pine labels are limited to 500, older bubbles may remain visible as plotted shapes without label text or tooltip detail. The underlying cluster markers can still appear even when label capacity has been reached. Shorter premium version Volume bubbles is a price-overlay volume cluster indicator that highlights statistically abnormal participation using raw volume, lower-timeframe delta, or both. It ranks elevated activity into Small, Medium, and Big bubbles, then classifies each event as Buy, Sell, or Mixed so traders can quickly identify where aggressive participation entered the market. The script uses percentile thresholds across short-, medium-, and long-term lookback windows, plus a configurable consensus model, to adapt cluster detection to changing market conditions. This makes it useful for spotting accumulation, distribution, exhaustion, momentum expansion, and other high-interest bars in real time. Use it to mark high-participation areas on the chart, then combine those locations with your own structure, liquidity, and execution model for confirmation. Stronger sales-style version Volume bubbles reveals where the market is no longer trading on ordinary participation. By plotting adaptive volume clusters directly on price, it helps expose bars where meaningful activity entered the tape, whether through raw volume expansion, directional delta imbalance, or both. Each bubble is ranked by intensity and classified as Buy, Sell, or Mixed, giving you an immediate visual read on whether a move was backed by accumulation, distribution, or unclear participation. Instead of treating all high-volume bars the same, the script separates routine noise from genuinely abnormal events using percentile logic and multi-window confirmation. This makes it especially useful for finding exhaustion, validating breakouts and reversals, and identifying the exact bars that deserve attention in your model.
Indicateur Pine Script®
par Quantum-Edge-Capital
1
Parallel Transport & Holonomy [DAFE]Parallel Transport & Holonomy - (⟡ PTH) This publication presents the quantitative mechanics and theoretical architecture behind the Parallel Transport & Holonomy engine. This system models price and volume dynamics as trajectories on a continuous two-dimensional manifold. By computing the parallel transport of multi-scale momentum vectors, tracking their covariant derivatives, and integrating their path-dependent rotational deficit ( Holonomy ), the indicator identifies macro regime shifts, structural pivots, and trend continuations. The architecture is entirely self-contained, featuring a Legit Footprint Toggle that automatically falls back to an advanced Synthetic Footprint Engine when tick-level footprint data is unavailable. It is strictly anchored by a Rolling Confidence Matrix (RCM) and modulated by an Ensemble Dynamic Volatility Scaling (DVS) engine. The core principle of this system is geometric invariance: signal evaluation is not based on static, lagging thresholds but on the coordinate-invariant deviation of momentum from its natural geodesic path. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Riemannian Price-Volume Manifold & Metric Tensor ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ We define the market state as a coordinate point on a two-dimensional Riemannian manifold M, where the coordinates are: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Parallel Transport & Covariant Derivatives ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Let V be a momentum vector on the tangent space of the manifold, constructed at three distinct temporal scales: Fast (vecFast), Medium (vecMed), and Slow (vecSlow). The coordinate components of the vector scale k are computed as: Geodesic Deviation A path is geodesic if its covariant derivative along the direction of travel is zero (representing the path of least resistance on the manifold). We define the geodesic deviation Zgeodesic as the rolling z-score of the absolute transport deviation: ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Holonomy & Phase Accumulation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Holonomy describes the geometric phenomenon where parallel transporting a vector along a closed loop returns a vector with a changed orientation. This angular deficit directly measures the total curvature enclosed by the loop. Holonomy Group Classifications Based on the magnitude of the accumulated rotation (HolonomyNorm), the local coordinate space is classified into four geometric groups: Trivial (Norm<0.10): The manifold is flat; parallel transport is path-independent, indicating quiet consolidated ranges. Abelian (Norm<0.25): Minor commutative drift; the vector field undergoes predictable linear shifts. Non-Abelian (Norm<0.50): Significant non-commutative curvature. Parallel transport is highly path-dependent, signaling complex trend development and institutional accumulation. Singular (Norm≥0.50): Severe rotational deficit. The manifold geometry has collapsed or rotated sharply, marking high-probability reversal peaks and structural transitions. Holonomy Regime Shifts A Regime Shift is triggered when HolonomyNorm exceeds the user-defined threshold (i_holoThresh). Depending on the sign of the accumulated loop (sgn(H)) and the divergence between the fast and slow vectors, the engine classifies the transition into one of the following states: Bull Rotation : Enclosed path yields a positive rotational deficit combined with positive multi-scale momentum. Bear Rotation : Enclosed path yields a negative rotational deficit combined with negative multi-scale momentum. Geodesic Break : Extreme localized acceleration causing the momentum field to tear away from its expected trajectory. Scale Divergence : High-frequency (fast) and low-frequency (slow) vectors rotate in opposite directions, enclosing a singular point. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Rolling Confidence Matrix (RCM) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The Rolling Confidence Matrix (RCM) acts as a structural anchor. It takes multi-scale geometric indicators from the transport engine and compiles them into a state-space model that dynamically controls signal permissions. State Space Representation The matrix maintains a rolling assessment of market structure across three distinct states: Established (State 0): The trend is structurally intact; manifold bands are compressed, and parallel transport confirms high directional persistence. Transition (State 1): Price is approaching key structural levels or experiencing a holonomy spike. Manifold bands widen, and standard signals are gated. Damaged (State 2): Price has broken through primary defensive corridors. Structural confidence is compromised; bands expand by the Damage Band Expansion multiplier (i_damageWiden), and counter-trend positions are heavily penalized. External Evidence Injection On every bar, the system injects external geometric parameters from the manifold: This evidence is integrated into the RCM, outputting structural permissions (allowLong, allowShort) and score modulations that are applied to the final signal scoring calculations. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Ensemble Dynamic Volatility Scaling (DVS) ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ To adapt the mathematical models to varying market volatility, the script runs three independent volatility estimators concurrently on every bar: Ensemble Combinatorics The baseline values are calculated as moving averages over the memory period. The script then computes the ratios of the current estimators to their historical baselines: This ratio dynamically scales the width of the holographic manifold bands and the RCM damage thresholds: during highly volatile regimes, thresholds are expanded to prevent whipsaws; during compression regimes, thresholds are tightened to capture early breakouts. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Footprint & Synthetic Fallback Engine ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The script includes a Use Legit Footprint toggle (i_useFp). When enabled on charts supporting tick databases, the system requests official exchange-traded order flow data: fp=request.footprint(i_fpTicks,i_fpVA) The Advanced Synthetic Footprint Engine If the user deactivates the footprint toggle, or if the asset/timeframe does not support tick database access (e.g., historical bars or Forex), the Synthetic Footprint Fallback Engine** takes over, simulating volume-at-price and directional delta using high-frequency mathematical approximations: This estimated delta reconstructs the synthetic buy and sell pressures: ​ Kyle's Lambda (Price Impact & Liquidity Risk) Using these directional volumes, we calculate Kyle's price impact coefficient λ, measuring the price change per unit of volume flow: ​High values of λ represent illiquid, thin, or toxic conditions. The system calculates the z-score of lambda (Zλ). If Zλ > 2.0, signal scores are dynamically penalized to protect capital from low-liquidity slippage. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Structural Scoring & Signal Gating ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ The system generates a directional Signal Score using a two-tier quantitative scoring process. Stage 1: Structural Base (Minimum of one required) Siege Corridor Proximity : Price is within 1.2 ⋅ ATR of a verified support or resistance level. ScoreBase = 0.28+(Hold Probability⋅0.18) EMA21 Geodesic Pullback : Price pulls back to the EMA21 in trend alignment. ScoreBase = 0.25 RSI Extreme Exhaustion : RSI is below 25 (for longs) or above 75 (for shorts). ScoreBase = 0.28 Stage 2: Confirmations (Additive) Multi-pattern confluence (2+ patterns matching): +0.15 Pressure bar strength exceeds thresholds: +0.08 to +0.15 Metric curvature aligns with structural turn: +0.10 Volume expansion exceeds historical average: +0.10 Holonomy phase shifts or loop spikes: +0.12 Directional Scaling & Gating The score is adjusted based on trend alignment. With-Trend (WT) setups (longs above the EMA50, shorts below) are evaluated using standard thresholds. Counter-Trend (CT) setups face a strict scaling penalty: ScoreCT = ScoreRaw ⋅ clamp(1.0−Trend Strength⋅0.15,0.45,1.0) Additionally, the score passes through three gates: Liquidity Penalty : Reduced by up to 30% if order flow thickness is classified as Desert or Frozen. Kyle Lambda Gate : Penalized if price impact is highly volatile (Zλ > 2.0). Danger Gate : Score is multiplied by 0.60 if the composite risk danger index exceeds 75. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Input Reference ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ ═══ GEOMETRY ENGINE ═══ Hurst Period (30 to 200, default 80): Lookback window for R/S calculations to evaluate trend persistence. Pivot Length (2 to 15, default 5): Lookback/lookahead buffer for swing pivot detection. TF Preset (Auto, 1m-5m Scalp, 10m-15m Intra, 30m-1H Swing, 4H-D Position): Set the timeframe scaling preset. Auto dynamically scales lookbacks based on the current chart timeframe. Use Legit Footprint (Boolean, default true): Toggles whether to query exchange tick database for real footprint data. Footprint Ticks/Row (1 to 500, default 100): Height of the footprint rows in tick units. Footprint VA % (50 to 90, default 70): Percentage of volume enclosed within the Value Area. ═══ TRANSPORT & HOLONOMY ═══ Vector Fast Scale (3 to 21, default 8): Periods for tracking short-term momentum vectors. Vector Medium Scale (10 to 55, default 21): Periods for intermediate momentum geometry. Vector Slow Scale (21 to 144, default 55): Baseline vector window representing the macro manifold. Holonomy Window (13 to 89, default 34): Size of the temporal loop used to integrate local deviations. Holonomy Spike Threshold (0.10 to 0.90, default 0.35): Sensitivity threshold for identifying rotational shifts. Geodesic Deviation Sensitivity (0.5 to 3.0, default 1.5): Sensitivity for flagging off-path momentum. Enable Continuation Signals (Boolean, default true): Toggles secondary pullback entries in strong trends. ═══ ROLLING CONFIDENCE MATRIX ═══ Block Transition Signals (Boolean, default true): If active, blocks standard entry signals when the matrix is in transition state. Conf Band Tightening Factor (0.0 to 1.0, default 0.35): Compression multiplier for manifold bands under high confidence. Damage Band Expansion (1.0 to 1.5, default 1.15): Expansion multiplier for manifold bands under structural damage. ═══ DYNAMIC VOLATILITY SCALING (DVS) ═══ Enable Ensemble DVS Engine (Boolean, default true): Toggles whether to scale target multiples and thresholds by volatility. DVS Method (ATR Ratio, Parkinson, Garman-Klass, Ensemble): Method for calculating real-time volatility. DVS Memory Period (20 to 200, default 100): Baseline lookback window for historical volatility. DVS Sensitivity (0.3 to 1.5, default 0.7): Exponent scaling parameter for the DVS ratio. ═══ SIGNAL GATING ═══ Signal Threshold (0.10 to 0.85, default 0.40): Minimum score required to fire a signal. Cooldown Bars (1 to 50, default 6): Minimum bar spacing between consecutive signals. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Visual System & Dashboard Interpretation ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Transport Field Manifold : A multi-layered band surrounding price. It contracts during clean, high-confidence geodesic flow and expands during high-entropy, damaged, or volatile regimes. Its color is determined by the RCM state: Green for bullish stability, Red for bearish, and Purple during transitions. Siege Corridors : Plotted as horizontal support (Green) and resistance (Red) zones with an ATR-scaled boundary. At the right-hand side of the chart, these corridors display critical metrics: the total historical hit count, the estimated break probability (Pbreak), and the fail/reversal probability (Pfail). Vector Field Lines : Small arrow-headed lines plotted on every third bar. They show the mathematical direction of the Fast momentum vector. They visually represent the difference between the actual observed path of the market and the expected parallel-transported baseline. Holonomy Phase Ring : An indicator plotted at the right edge of the chart displaying the current phase angle (e.g., ◐ 144∘). Glitch Markers: Flagged on the chart as ◈ GLITCH when anomalous pricing data or sudden coordinate jumps are detected on the manifold. Dashboard: Displays real-time metric readings from all quantitative modules: Tensor Metrics: Curvature, Entropy, Hurst Exponent, and Price Pressure. Volatility: Dynamic DVS Ratio, active estimator method, and scaling state. RCM Brain: State classification, integrity index, and gate permissions. Performance: Total trades, win rate, total profit (R-multiple), profit factor, and max drawdown. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Limitations and Disclaimers ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ This tool is for analytical purposes only and does not predict future market direction. Historical Simulation: The built-in simulator represents hypothetical performance on historical data. Past results do not guarantee future performance. Volume Approximations: The synthetic footprint engine uses OHLCV approximations to estimate volume-at-price and directional delta. It is not an actual connection to L2 exchange data feeds or a central clearing book. Persistence: Reinforcement learning weights are state-space variables that exist within the local execution thread; they reset to 1.0 on every chart load or browser reload. — Dskyz. Trade with insight. Trade with anticipation. (It's lonely at the top)
Indicateur Pine Script®
par DskyzInvestments
2
Flow & Value ■Flow & Value ■Description ■NOTICE / DISCLAIMER This architecture is NOT a conventional technical analysis tool relying on a combination of superficial, lagging indicators. It is a highly advanced algorithmic volume allocation and multi-state logic simulation engine, specifically designed to extract mathematical edges through the aesthetics of subtraction. It functions as a rigorous state machine, evaluating the convergence of momentum, market structure anomalies, and liquidity distribution under live tick conditions. ■EXECUTIVE SUMMARY This script is deployed as a technical benchmark for developers building institutional-grade algorithmic dashboards directly on TradingView charts. By stripping away visual noise and focusing purely on deterministic calculations (predictive RSI reversal matrices, FVG confluence, and pro-rata volume distribution), the "Flow & Value Matrix" demonstrates the limits of Pine Script v6 in tracking historical Expected Value (EV) and dynamic session anchoring. SYSTEM USAGE (How-To / Execution Flow) Initialization: Apply the script to a high-liquidity chart. The engine immediately begins aggregating historical session data, mapping the background gradient matrix, and initializing the UI dashboard at the specified screen corner. State Evaluation (Wait Phase): The system continuously evaluates the absolute price requirements for the chosen oscillator (RSI) to reach anomaly levels on the subsequent bar. These levels are plotted dynamically. As long as the price remains outside structural imbalance zones, the UI maintains a neutral "Wait" state. Confluence Trigger (KILLZONE Phase): When the algorithm detects a geometric intersection between the predictive RSI target and a Higher Timeframe Fair Value Gap (FVG), the state transitions to "KILLZONE". This acts as a strictly mechanical alert for a high-probability mean-reversion setup. Expected Value Tracking: The internal backtesting engine evaluates historical touch-points of these target vectors against user-defined Take Profit and Stop Loss parameters, updating the EV% dynamically. A positive EV% provides mathematical confirmation of a localized edge. CONFIGURATION & FILTERING OPTIONS Dynamic Session Anchoring: Bypassing standard fixed-bar lookbacks, the engine utilizes array-based indexing to detect exact timeframe shifts (e.g., Daily or Weekly opens). This aligns the 3D volume profile matrix precisely with institutional liquidity cycles. Volatility Variance Engine: An integrated dual-band squeeze detection protocol filters out signals generated in low-volatility environments, warning the user of TP-reach failure risks. Proximity Scaler: Users can adjust the ATR multiplier to expand or contract the logical detection range of the confluence zones. SYSTEM CAPABILITIES AND LIMITATIONS Capabilities: Deterministic Price Targeting: The script calculates exact numeric thresholds required for momentum reversals prior to the bar closing, eliminating the lagging nature of traditional oscillators. Visual Synthesis of Financial Volume Data: The depth and opacity of the rendered gradient profile track live traded volume metrics pro-rata, projecting high-volume nodes (POC) in simulated 3D space. Clean State Machine Transitions: By categorizing market phases into explicit states, the UI enforces strict mechanical discipline. Limitations (Imposed by Platform API Restrictions): Lack of Sub-Minute Tick Data: TradingView does not expose raw intra-bar tick data to standard indicator scripts. The engine relies on an advanced pro-rata overlap algorithm to estimate volume distribution across price bins, which remains a mathematical approximation. Hardware Object Limits and Clipping: TradingView enforces a strict platform ceiling of 500 max labels and 500 max boxes per indicator. If the historical session depth (Number of Historical Profiles) or price bin resolution (Row Count) is scaled excessively high, the internal compiler will automatically clip and delete older visual objects. This is an absolute platform limitation, not a script defect. ARCHITECTURE & QUANTITATIVE LOGIC (Technical Specifications) Volume Allocation Engine (Pro-Rata Range Overlap Distribution) Instead of simple volume summation based on close prices, the script calculates the exact geometric intersection between each bar's High-Low range and the discrete price bins. Let bar high be $H$, bar low be $L$, and volume be $V$. For a bin with bounds GETTEX:BIN \_Top$ and GETTEX:BIN \_Bot$: If $H > L$: $Overlap = \max(0, \min(H, Bin\_Top) - \max(L, Bin\_Bot))$ $Ratio = \frac{Overlap}{H - L}$ NYSE:DV = V \times Ratio$ This loop maps across the dynamically anchored session arrays, building an institutional-grade profile matrix. Predictive Momentum Targets (Algebraic Reversal) The engine algebraically expands the RMA formula to solve for the required price variation. To reach a specific target (e.g., 70): $Target\_RS = \frac{RSI\_Target}{100.0 - RSI\_Target}$ By reversing the smoothing logic, the absolute price coordinate is locked and rendered dynamically. EV Simulation State Logic SEED_ALEXDRAYM_SHORTINTEREST1:EV \% = (Win\_Rate \times TP\%) - ((1.0 - Win\_Rate) \times SL\%)$ This discrete simulation runs continuously in the background, proving the statistical viability of the current parameter configuration. INPUT PARAMETERS REFERENCE & CRITICAL WARNINGS Group 1 & 2: Timeframe and RSI Core Macro Timeframe (htf_res): Defines the anchor for FVG anomaly detection. RSI Length / OB / OS: Configures the predictive algebraic thresholds. Group 4: Footprint Profile Settings Profile Anchor Mode (prof_mode): Toggles between static bar counts and dynamic timeframe/session arrays. Price Row Count (row_count): The resolution of the profile. CRITICAL WARNING: Setting Row Count above 50 while simultaneously increasing the Number of Historical Profiles will exponentially increase Box array generation. This will instantly exhaust TradingView's platform cap of 500 max boxes, triggering an automated visual clipping fault and deleting older profile clusters. Always balance row resolution against history depth to preserve object allocation safety. ======================================================= Flow & Value 注意／免責事項 本アーキテクチャは、遅行指標を組み合わせた表面的なテクニカル分析ツールではありません。価格アクションから不純物を徹底的に削ぎ落とす「引き算の美学」に基づき、数学的な優位性を抽出するために設計された高度な出来高按分および多状態ロジックシミュレーションエンジンです。モメンタムの逆算、市場構造の欠陥（FVG）、および流動性分布の収束をライブティック条件下で評価する厳格な状態遷移モデルとして機能します。 エグゼクティブ・サマリー 本スクリプトは、TradingView上で機関投資家レベルのアルゴリズム・ダッシュボードを構築する開発者に向けた技術的ベンチマークです。予測的RSI反転マトリックス、FVGコンフルエンス、およびプロラタ出来高按分という決定論的な計算のみに焦点を絞ることで、Pine Script v6におけるヒストリカル期待値（EV）の追跡と動的セッションアンカーの限界を実証します。 システム実行手順（インタラクティブ実行フローの詳細） 初期化: スクリプトを高流動性チャートに適用します。エンジンは即座に過去のセッションデータの集計を開始し、バックグラウンドにグラデーションマトリックスをマッピングし、画面の指定位置にUIダッシュボードを初期化します。 状態評価（待機フェーズ）: オシレーター（RSI）が次足で異常値に到達するために必要な「絶対価格」を常に逆算・評価し、動的なラインとして描画します。価格が市場の構造的インバランス（FVG）の外部にある限り、UIは中立的な「Wait」状態を維持します。 コンフルエンスターゲット（KILLZONEフェーズ）: 予測的RSIターゲットと上位足のFVGによる幾何学的な重複（インターセクション）を検知すると、状態は「KILLZONE」へと遷移します。これは高い勝率が見込める平均回帰セットアップの厳格な機械的アラートとして機能します。 期待値（EV）トラッキング: 内蔵のバックテストエンジンは、ターゲットベクターへの過去の到達履歴を、ユーザーが定義したTP（利確）およびSL（損切）パラメーターと照合し、EV%を動的に更新します。この値がプラスであることは、局所的なエッジの数学的証明となります。 構成およびフィルタリングオプション 動的セッションアンカー: 単純な指定バー数のルックバックをバイパスし、配列インデックスベースの処理により特定の時間足（日足や週足のオープン）の切り替わりを正確に検知します。これにより、3Dボリュームプロファイルが実際の機関流動性サイクルと完全に同期します。 ボラティリティ分散エンジン: ボリンジャーバンドとケルトナーチャネルを利用したデュアルスクイーズ検知プロトコルにより、低ボラティリティ環境下でのシグナルをフィルタリングし、TP未達リスクを警告します。 近接スケーラー: ATR乗数を調整することで、コンフルエンスゾーンの論理的な検知範囲を拡大または縮小することが可能です。 システムの技術的限界（達成可能な事項と不可能な事項） 達成可能な事項: 決定論的な価格ターゲティング: ローソク足が確定する前に、モメンタムが反転するために必要な正確な数値閾値を計算し、従来オシレーターの遅行性を排除します。 市場出来高データの視覚的融合: グラデーションプロファイルの奥行きと不透明度は、実際の取引高にプロラタ（比例配分）で連動し、取引密集帯（POC）をシミュレートされた3D空間上に投影します。 クリーンな状態遷移: 相場のフェーズを明確な状態（State）に分類することで、UIを通じて厳格な機械的規律を強制します。 プラットフォームの制限により不可能な事項: サブミニッツ・ティックデータの取得: TradingViewは、標準のインジケータースクリプトに対してローソク足内部の生ティックデータを提供していません。当エンジンは高度なプロラタ・オーバーラップ・アルゴリズムに依存して各価格帯への出来高分配を推定していますが、これはあくまで数学的な近似値となります。 オブジェクト上限による描画の消去（クリッピング）: TradingViewの絶対的な仕様制限により、1つのインジケーターが保持できるオブジェクト数はラベル500個、ボックス500個が上限です。過去のセッション表示数（Number of Historical Profiles）や価格帯の解像度（Row Count）を過剰に高く設定した場合、制限を超えた古い描画オブジェクトから自動消去されます。これはスクリプトの欠陥ではなくプラットフォームの仕様限界です。 アーキテクチャおよび定量的ロジック（技術仕様） 出来高按分エンジン（プロラタ値幅オーバーラップ配分ロジック） 終値に基づく単純な出来高の加算ではなく、各バーの高値・安値レンジと、事前定義された価格帯ビンとの幾何学的な重複を計算し、プロラタ処理を行います。バーの高値を $H$、安値を $L$、出来高を $V$、ビンの上限を GETTEX:BIN \_Top$、下限を GETTEX:BIN \_Bot$ とします。 $H > L$ の場合： $Overlap = \max(0, \min(H, Bin\_Top) - \max(L, Bin\_Bot))$ $Ratio = \frac{Overlap}{H - L}$ NYSE:DV = V \times Ratio$ このループを動的アンカー配列全体に対して実行し、クォンツクオリティのマトリックスを生成します。 予測的モメンタムターゲット（代数的反転計算） エンジンはRMAの数式を代数的に展開し、指定したターゲット（例：70）に到達するために必要な変動幅を導出します。 $Target\_RS = \frac{RSI\_Target}{100.0 - RSI\_Target}$ 平滑化ロジックをリバースエンジニアリングすることで、絶対価格座標をロックしチャート上に固定します。 EVシミュレーション状態ロジック SEED_ALEXDRAYM_SHORTINTEREST1:EV \% = (Win\_Rate \times TP\%) - ((1.0 - Win\_Rate) \times SL\%)$ この離散シミュレーションがバックグラウンドで継続的に実行され、現在のパラメーター構成の統計的妥当性を証明します。 全入力パラメーターの仕様と重大な警告 グループ1 & 2: Timeframe and RSI Core Macro Timeframe (htf_res): FVG異常検知のアンカーとなる上位足を定義します。 RSI Length / OB / OS: 予測的代数閾値を構成します。 グループ4: Footprint Profile Settings Profile Anchor Mode (prof_mode): 静的なバー指定と、動的な時間足/セッション配列指定を切り替えます。 Price Row Count (row_count): プロファイルの解像度です。【重大な警告】 解像度（Row Count）を50以上に設定しつつ、同時に過去のセッション表示数（Number of Historical Profiles）を増やした場合、Box配列の生成が指数関数的に増加します。これによりTradingViewのシステム上限である「500個のBox制限」を瞬時に突破し、自動消去（クリッピング）バグが誘発され古いプロファイルが消失します。オブジェクトアロケーションの安全性を確保するため、解像度と履歴の深さは必ずトレードオフのバランスを維持して運用してください。
Indicateur Pine Script®
par ALT_analyst
Viprasol Naive Bayes Order FlowOverview This indicator is based on "Institutional Order Flow Signals " by PMT, an open-source script that classifies order-flow conditions with a Naive Bayes classifier trained on Cumulative Volume Delta (CVD) features. The original produces a posterior probability that the current bar belongs to a Bull, Bear, or Diverged regime, then prints directional signals when that probability clears a threshold and price agrees with a trend EMA. This version keeps that classifier intact and layers a Viprasol signal-filter stack on top: a signal cooldown, an optional volume-surge confluence requirement, a bar-close confirmation gate, live classifier hit-rate tracking, and regime-flip detection. It is built for traders who want a probabilistic read on whether buying or selling pressure (measured through volume delta) is currently dominating, with explicit noise controls applied before any signal fires. How It Works Cumulative Volume Delta (from original): Each bar's volume is split into buying and selling pressure by where the close sits inside the bar's range. Buy volume = volume × (close − low) / range; sell volume = volume × (high − close) / range. The bar delta is buy minus sell, and these deltas are summed into a running CVD line. CVD rising means net buying pressure is accumulating; falling means net selling. Three Classifier Features (from original): The classifier is trained on three z-score-normalised features so they are comparable across instruments: - F1 — CVD rate of change over the momentum period, normalised against its own rolling mean and standard deviation. - F2 — price/flow divergence: price ROC minus CVD ROC, normalised. Large values flag price moving without matching flow (or vice versa). - F3 — CVD slope: the first difference of a linear regression on the CVD line, normalised. Captures the acceleration of flow. Naive Bayes Classification (from original): Every bar is labelled into one of three classes from the prior bar's outcome — Bull (price up and CVD up), Bear (price down and CVD down), or Diverged (anything else). For each class the script maintains running sums of each feature and each feature squared, from which it derives a per-class mean and standard deviation online (no arrays of history needed). The likelihood of the current feature vector under each class is the product of three Gaussian PDFs (the "naive" independence assumption). Combined with class priors (the observed class frequencies), Bayes' rule yields the posterior probability of each class: posterior(class) = prior(class) × likelihood(class) / evidence A signal requires the posterior to clear the entry threshold, price to be on the correct side of the trend EMA, and CVD to be moving in the signal's direction. Signals fire only on the first bar of a new cluster to avoid consecutive repeats. Signal Cooldown (new): After any signal fires, a configurable number of bars must elapse before the next signal of any direction is allowed, tracked as bar_index − lastSignalBar >= cooldown. During fast moves the classifier can re-cross the threshold repeatedly; the cooldown collapses those into one actionable signal. A cooldown of 5 bars on a 15-minute chart enforces a 75-minute minimum gap between entries. Volume-Surge Confluence (new): When enabled, a signal is additionally gated on current volume exceeding its rolling average by a multiplier (default 1.5×). The logic is volume > sma(volume, length) × multiplier. This filters out classifier signals that occur on thin participation, where flow estimates are least reliable. Bar-Close Confirmation (new): When enabled, signals are only confirmed on a fully closed bar (barstate.isconfirmed). Because the posterior and CVD update intrabar, a developing bar can flip in and out of a signal state before it closes; this gate holds the signal until the bar settles. Classifier Hit-Rate Tracking (new): On every live bar the script takes the argmax of the three posteriors as its prediction, then on the following bar compares that prediction to the realised class label. It accumulates a running hit count and evaluation count and displays the ratio as a live "Hit Rate" in the dashboard. This is an honest in-sample diagnostic of how often the classifier's single most-likely class matched the next realised label — not a trade win rate. Regime-Flip Detection (new): The script tracks the active regime (+1 bull, −1 bear, 0 neutral) and fires a dedicated alert whenever it transitions into a new bull or bear regime, independent of the entry-cluster logic. Useful for traders who want to be notified of context shifts rather than individual entries. Diverged Class Surfaced (new): The original computes a third "Diverged" class but never displays its posterior. This version surfaces P(Diverged) in the dashboard so the trader can see when the classifier considers the tape conflicted (price and flow disagreeing) rather than directional. What Is Original (Viprasol Additions) 1. Signal cooldown system — enforces a minimum bar gap between signals to prevent clustering during fast moves. 2. Volume-surge confluence filter — optionally requires above-average volume on the signal bar so signals occur on real participation. 3. Bar-close confirmation gate — optionally holds signals until the bar closes, removing intrabar flip-flop. 4. Classifier hit-rate tracking — online comparison of the argmax-posterior prediction to the next realised class, displayed live. 5. Regime-flip detection — separate state machine and alert for bull/bear regime transitions. 6. Diverged-class posterior surfaced in the dashboard, exposing the third class the original computed but hid. Key Features From the Original (PMT): - CVD line built from close-position volume splitting - Three z-score-normalised classifier features (CVD ROC, price/flow divergence, CVD slope) - Online Naive Bayes classifier over Bull / Bear / Diverged classes with Gaussian likelihoods - Posterior-probability entry threshold with trend-EMA and CVD-direction agreement - Confidence tiers (high / mid / normal) driving signal shape and band opacity - Confidence-scaled posterior band and regime background shading - ATR-based SL/TP projection lines - Warmup gate (LIVE only after the classifier has trained on enough bars) - Zen mode for clean screenshots Added in This Version (Viprasol): - Signal cooldown, volume-surge confluence, and bar-close confirmation filters - Live classifier hit-rate diagnostic - Regime-flip detection and alert - Diverged-class posterior in the dashboard - Colored TP / ENTRY / SL price labels on the projection lines - Expanded info dashboard with selectable position - Six alert conditions with dynamic {{ticker}} / {{close}} / {{interval}} messages How to Use Getting Started: 1. Add to a standard candlestick chart (not Heikin Ashi). 2. Wait for the dashboard to read LIVE — the classifier needs to train on enough bars first (status shows WARMUP and an N-trained counter until then). 3. Long signals print below the bar (circle = high conviction, triangle = normal); short signals print above the bar. Reading the Dashboard: - Bull P / Bear P / Diverged P — the three class posteriors. The dominant one drives the regime. - CVD Flow — whether net delta is currently rising (buy) or falling (sell). - Vol Surge — whether the current bar cleared the volume-surge threshold. - Hit Rate — share of bars where the most-likely class matched the next realised class. - N Trained — how many bars the classifier has trained on; ✓ once warmed up. Recommended Starting Points: - Crypto/Forex (5m-15m): Lookback 100, Threshold 0.70, Cooldown 3 - Stocks (15m-1H): Lookback 120, Threshold 0.72, Cooldown 5 - Indices (1H-4H): Lookback 150, Threshold 0.75, Cooldown 8 These are starting points only. Volume data quality and tape behaviour differ by instrument — backtest and adjust before trading live. Settings Naive Bayes Classifier: classifier lookback (bars before signals go live), entry threshold (minimum posterior), and prior bull probability. CVD Features: CVD momentum period, CVD slope period, and the z-score normalisation window applied to all features. Signal Filters (Viprasol): signal cooldown in bars, bar-close confirmation toggle, volume-surge requirement with average length and multiplier. Signal Levels: show SL/TP lines, show price labels, SL ATR multiplier, risk:reward ratio, ATR period, and trend EMA period. Visual: posterior band toggle, regime background toggle, and bull / bear / diverged colors. Dashboard / Display: Zen mode, dashboard toggle, and dashboard position. Alerts 1. Long Signal — bull posterior cleared the threshold with CVD rising and all filters passed 2. Short Signal — bear posterior cleared the threshold with CVD falling and all filters passed 3. Any Signal — either direction fired 4. High-Conviction Long — long signal with P(Bull) at or above 85% 5. High-Conviction Short — short signal with P(Bear) at or above 85% 6. Regime Flip — the active regime transitioned into a new bull or bear state All alerts include {{ticker}}, {{close}}, and {{interval}} for dynamic notification messages. Limitations & Disclaimer - The classifier trains in-sample on the chart's own history and updates continuously; the displayed hit rate is a diagnostic of class-label agreement, not a trade win rate, and is not predictive of future results. - CVD here is approximated from candle range and volume, not from true bid/ask tick data. Volume quality varies by broker and instrument, so the same symbol on different feeds can produce different signals. - The classifier needs a warmup period before signals appear; on fresh charts or low-history symbols it may stay in WARMUP for a long time. - Posteriors and CVD update intrabar; without bar-close confirmation enabled, signals can appear and disappear before a bar closes. - SL/TP lines and price labels are visual references only — they do not place or manage trades. - Filters reduce noise but also reduce signal count; in fast trends the cooldown may delay otherwise valid entries. - Past performance does not guarantee future results. This indicator is for educational and analytical purposes only and is not financial advice. Always use proper risk management and test on historical data before trading live. Credits & Attribution Based on "Institutional Order Flow Signals " by PMT, which provided the CVD construction, the three z-score-normalised classifier features (CVD ROC, price/flow divergence, CVD slope), the online Naive Bayes classifier over Bull/Bear/Diverged classes with Gaussian likelihoods, the posterior-threshold entry logic with trend-EMA and CVD agreement, the confidence tiers, the posterior band and regime background, and the ATR-based SL/TP projection lines. Added by Viprasol: signal cooldown, volume-surge confluence filter, bar-close confirmation gate, live classifier hit-rate tracking, regime-flip detection and alert, the surfaced Diverged-class posterior, TP/ENTRY/SL price labels, an expanded dashboard, and a six-condition dynamic alert set. Published open-source per TradingView House Rules.
Indicateur Pine Script®
par viprasol
MIDAS Fibonacci Cloud [JOAT]MIDAS Fibonacci Cloud Introduction MIDAS Fibonacci Cloud is an open-source VWAP-based analytical tool that combines a MIDAS-anchored volume-weighted average price with six Fibonacci-scaled standard deviation bands, a Z-score probability engine, and a synthetic order flow score to produce an integrated picture of institutional value, statistical deviation, and directional pressure on a single overlay. The problem this solves is band relevance. Standard VWAP deviations use fixed multipliers (1×, 2×, 3× standard deviation) that carry no structural meaning in market terms. Replacing those multipliers with Fibonacci ratios (0.236, 0.382, 0.5, 0.618, 1.0, 1.618) means the band levels correspond to proportional retracement relationships that institutional participants commonly reference. The 1.618 band in particular acts as an extreme extension zone where reversion probability, quantified by the built-in Z-score engine, typically exceeds 99.7%. Core Concepts 1. MIDAS VWAP with Configurable Anchoring The VWAP calculation uses the MIDAS method — cumulative volume-weighted price that resets at a user-selected anchor point rather than running as a continuous session VWAP. The anchor can be set automatically (based on the current timeframe), manually to a specific higher timeframe, or to a precise date. This allows the VWAP to be anchored to any significant market event. The variance term used for standard deviation is computed directly from the volume-weighted sum of squared prices, producing a statistically correct VWAP standard deviation: float midasVwap = sumVolPrice / sumVol float variance = (sumVolSq / sumVol) - math.pow(midasVwap, 2) float stdDev = math.sqrt(math.max(0, variance)) 2. Fibonacci Deviation Bands Six band pairs are computed above and below the VWAP anchor using the standard deviation scaled by a global sensitivity multiplier and each Fibonacci ratio. Upper bands are colored in the bull theme color with decreasing opacity from band 1 to band 6; lower bands in the bear theme color with the same gradient. A gradient fill connects the outer zone (fib4–fib6) to visually highlight the extreme deviation region. 3. Z-Score and Bell Curve Probability Each bar's Z-score is computed as the signed distance from the VWAP in units of standard deviation. The dashboard converts this to a mean-reversion probability using standard normal distribution thresholds: within 1σ = 68.2%, within 2σ = 95.4%, within 3σ = 99.7%, beyond 3σ = 99.9%. 4. Synthetic Order Flow Score A bar-level order flow score is computed from three components: candle body-to-range ratio (directional conviction), volume relative to the 20-bar average (institutional participation), and wick rejection percentage (price acceptance or rejection). These are weighted 40/35/25 and scored 0 to 100. VWAP crossover signals are gated by this score — crossovers with low order flow scores are filtered as noise. 5. Gradient Fill Zones The two outer Fibonacci bands (fib4 and fib6) are connected with a gradient fill that creates a visual glow effect identifying the extreme deviation zones — the regions where price is statistically most likely to be overextended. Features MIDAS VWAP with three anchor modes: Auto (timeframe-adaptive), Timeframe (manual higher TF), Date (specific date anchor) Six Fibonacci deviation band pairs: Levels at 0.236, 0.382, 0.500, 0.618, 1.000, 1.618 × standard deviation × global sensitivity Gradient fill on extreme zones: Color-to-transparent gradient between fib4 and fib6 identifies overextension zones Z-score and reversion probability: Computed every bar with bell curve probability output (68.2% / 95.4% / 99.7% / 99.9%) Synthetic order flow gate: Body ratio, volume participation, and wick rejection combined into a 0-100 score that gates VWAP cross signals Candle coloring by Z-score: Bar colors intensity-coded by distance from VWAP — neutral near center, saturated at extremes Band labels at right edge: Each band level labeled with its Fibonacci ratio and price value, updated each bar Anchor reset marker: Vertical marker in elite theme color at each VWAP reset point Four color themes: Phantom, Neon, Classic, Solar Non-repainting: VWAP and bands computed cumulatively from anchor; no future data referenced Institutional dashboard: 8-row table showing VWAP price, distance %, Z-score, reversion probability, order flow score, and market state Input Parameters Anchor Settings: Anchor Method: Auto / Timeframe / Date Manual Timeframe: Timeframe to anchor to when method is Timeframe Manual Date: Specific timestamp when method is Date Fibonacci Multipliers: Global Sensitivity: Scales all band widths proportionally (default: 1.2) Fib Level 1 through 6: Individual Fibonacci ratios (defaults: 0.236, 0.382, 0.500, 0.618, 1.000, 1.618) Visual Styles: Color Theme: Phantom / Neon / Classic / Solar Highlight Candles: Toggle candle coloring by Z-score Show Band Labels: Toggle right-edge price labels on each band Table Position and Size How to Use This Indicator Step 1: Choose Your Anchor For intraday scalping, use Auto or Daily anchor. For swing trading, use Weekly or Monthly. For event-driven analysis, use Date and anchor to a specific earnings release, FOMC announcement, or major swing point. Step 2: Read Band Levels as Statistical Reference The 0.5 band is one half standard deviation from VWAP — a mild deviation typical of normal trending behavior. The 1.618 band is the extreme extension zone. Price at the 1.618 band has a statistical reversion probability above 99.7%, but this does not mean reversion is imminent or guaranteed. Step 3: Check the Reversion Probability Read the Reversion Prob row in the dashboard. As Z-score rises above 2, reversion probability exceeds 95.4%. This quantifies how unusual the current deviation is relative to the full history from the anchor point. Step 4: Confirm with Order Flow Score The Order Flow score reflects whether the current bar has institutional characteristics. A high score (above 60) during a VWAP cross suggests genuine participation. A low score (below 30) during a cross suggests a potentially false signal. Indicator Limitations The VWAP standard deviation widens significantly with the anchor period. Bands anchored to a six-month period will be very wide; bands anchored to one day will be tight. The global sensitivity parameter must be adjusted accordingly The Z-score probabilities assume normally distributed returns, which markets do not produce. Fat tails mean extreme Z-scores occur more frequently than the percentages suggest The synthetic order flow score uses tick volume as a proxy for actual order flow. On assets with low tick frequency, this approximation is less reliable VWAP-based analysis is most relevant for liquid instruments This indicator does not generate entry or exit signals. It provides statistical deviation context Originality Statement Replacing standard deviation band multipliers with Fibonacci ratios (0.236 through 1.618), scaled by a volume-weighted standard deviation from a MIDAS anchor, is not replicated in existing open-source Pine Script v6 VWAP publications The combination of Z-score computation, bell curve probability quantification, and a synthetic order flow score as a gate for VWAP cross signals within a single indicator is an original integration The candle coloring gradient driven by Z-score intensity provides real-time deviation awareness directly on price bars without requiring a separate oscillator panel Disclaimer This indicator is provided for educational and informational purposes only. It is not financial advice. Trading involves substantial risk of loss. Statistical deviation probabilities are based on a normal distribution assumption that financial markets do not satisfy. Past VWAP behavior does not predict future price action. The author accepts no responsibility for trading losses resulting from use of this indicator. Made with passion by jackofalltrades
Indicateur Pine Script®
par officialjackofalltrades
Sloped LinReg Volume Profile [MarkitTick]💡 This indicator introduces a highly dynamic approach to volume and price analysis by merging standard volume principles with vector-based linear regression. Rather than plotting volume distributions on a static horizontal plane, this tool maps volume nodes parallel to the prevailing mathematical trend. By constructing a localized volume profile that follows the trajectory of price action, it captures momentum-adjusted value areas, providing an advanced lens for interpreting market geometry, support/resistance, and volume anomalies. It is strictly engineered for standard candlestick charts, specifically excluding non-standard formats to ensure pristine volume and price data integrity. ● ✨ Originality and Utility Standard volume profiles aggregate historical volume at fixed price levels, which often creates fragmented or obsolete value nodes when a market is actively trending. This indicator resolves that structural limitation by angling the volume bins to match the slope of a linear regression channel. It identifies where volume is concentrated relative to the trend's axis, not just the absolute price. It reveals volume-weighted momentum, highlighting whether buying or selling pressure is accelerating in the direction of the regression slope. The tool includes an integrated, dark-mode optimized analytics dashboard that processes quantitative metrics natively on the chart without requiring secondary oscillators. ● 🔬 Methodology and Concepts The foundational logic relies on computing a rolling linear regression to establish a baseline trajectory over a specified period. The methodology relies on Pine Script's time-series event loop, evaluating arrays of data dynamically as new bars form. Vector-Based Binning: Instead of horizontal rows, the profile utilizes a dynamic upper and lower deviation band. The mathematical distance between these bands is partitioned into a user-defined number of rows. Volume Distribution: As the script loops through the historical lookback window, it evaluates the volume of each bar. The volume is divided proportionally across the sloped bins that intersect the bar's high-low range. Directional Volume (Delta): Each bin further categorizes volume into "Buy" or "Sell" categories based on whether the bar's closing price was greater than or equal to its opening price. Value Area Calculation: The Point of Control (POC) identifies the sloped bin with the highest total volume. The Value Area High (VAH) and Value Area Low (VAL) expand outward from the POC until they encapsulate a specific percentage of the total allocated volume, dynamically updating as price action develops. ● 🎨 Visual Guide Every visual element is rendered utilizing Pine Script's advanced drawing arrays and is fully user-configurable to support dark-mode analytical environments. • The Sloped Profile Volume Bars: Rendered as polygons extending inward from the right side of the channel. The length of each polygon represents the relative volume allocated to that specific standard deviation bin. Color Coding: Bullish volume defaults to a translucent teal, while bearish volume displays as a translucent red. Bins experiencing extraordinary volume influxes override with a bright, high-visibility color to highlight anomalous market participation. • Channel and Level Lines Regression Bounds: Solid or semi-transparent lines mapping the start and end of the regression channel, defining the upper and lower standard deviation extremes. POC Line: A thick, solid yellow line plotting the Point of Control across the length of the channel. Value Area Lines: Dashed blue lines tracking the VAH and VAL. The area between these lines is shaded with a deep blue fill to instantly highlight the trend's core acceptance zone. Delta POC: A dashed fuchsia line identifying the bin with the most extreme difference between buying and selling volume. • Analytics Dashboard Located in the top right, this table provides real-time quantitative readouts formatted to precise tick values. LinReg Slope: Indicates the mathematical direction of the trend (Bullish/Bearish). Price Regime: Identifies if the current close is inside the channel or breaking the upper/lower bounds. Volume POC & Delta POC: Displays the exact price equivalents of the sloped control lines at the current bar index. Buy Vol Bias: A visual progress bar detailing the ratio of bullish to bearish volume within the regression window. Vol Compression: Evaluates the density of the value area. A highly concentrated value area yields a higher compression score. ● 📖 How to Use The indicator serves as a complete environmental map for trending markets. Trend Qualification: Utilize the slope of the regression channel to establish the primary directional bias. Trades should ideally align with the slope. Value Area Rejections: The VAH and VAL lines function as dynamic support and resistance. A price action rejection at the VAH within a downward-sloping channel offers a high-probability continuation setup. POC Magnetism: Price will naturally gravitate toward the sloped POC. Deviations far outside the Value Area typically mean-revert to the POC unless accompanied by a severe volume imbalance. Interpreting Delta: Compare the traditional POC to the Delta POC. If the Delta POC rests significantly higher or lower than the overall Volume POC, it indicates an aggressive concentration of directional absorption (trapped buyers or sellers). Repainting Warning: Because this indicator calculates a dynamic linear regression over a moving lookback window, the visual placement of the channel and profile will continually recalculate and shift on the real-time bar until the bar closes. This is standard behavior for dynamic geometric overlays, but users should wait for bar confirmation before executing trades based on channel interactions. ● ⚙️ Inputs and Settings • Linear Regression Settings Channel Length: Defines the historical lookback window (default is 100). Higher values create smoother, macro-trend profiles. Source: The price data used for the regression calculation (Open, High, Low, Close, HL2, HLC3, OHLC4). Upper/Lower Deviation: Toggles the outer bounds of the channel and sets the standard deviation multipliers. • Sloped Volume Profile Settings Number of Rows: The granularity of the profile. More rows create thinner, more precise volume nodes. Profile Width %: Determines how far the volume polygons stretch across the screen relative to the channel length. Value Area %: The percentage of total volume to include within the VAH and VAL bounds (default 70%). • Advanced Quant Analytics Highlight Footprints: Visually isolates volume bins that exceed two standard deviations above the mean bin volume. Calculate Anchored VWAP: Toggles the inclusion of an Anchored VWAP (anchored to the start of the regression window) within the dashboard matrix. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Indicateur Pine Script®
par MarkitTick
Smart Mahjong ConceptsSmart Mahjong Concepts NOTICE / DISCLAIMER This architecture is NOT a mere entertainment tool or a superficial game. It is a highly advanced algorithmic volume allocation and multi-state logic simulation engine disguised as a traditional matching framework (Mahjong), specifically designed to test the computational overhead and localized rendering boundaries of Pine Script v6 under live tick conditions. EXECUTIVE SUMMARY This script is deployed as a Proof of Concept (PoC) to demonstrate the extreme limits of Pine Script v6's array processing, state evaluation capabilities, and localized UI rendering. This open-source architecture functions as a rigorous technical benchmark for developers building institutional-grade algorithmic dashboards and multi-state logic controllers directly on TradingView charts. HOW TO PLAY (Mahjong Crash Course & Execution Flow) Since TradingView doesn't allow direct mouse clicks on chart objects, we've engineered a dropdown-based state machine to play the game. Here is how you play and the basic rules of Mahjong: 1. The Goal of Mahjong: Your objective is to draw and discard tiles to complete a 14-tile winning hand. A standard winning hand consists of four "Sets" (3 sequential tiles or 3 identical tiles) and one "Pair" (2 identical tiles). We also support special hands like "Seven Pairs" (7 different pairs) and "Thirteen Orphans" (one of each 1, 9, and honor tile). 2. Available Yaku (Winning Patterns) & Advanced Logic: You need at least one "Yaku" to win. This engine automatically calculates the following built-in Yaku: - Ready Hand (Riichi): Toggle the Riichi switch to declare your hand is 1 tile away from winning. This costs 1,000 points (deducted from your HUD score) and adds +1 Han to your final win. - Dora (Bonus Tile): Check the "Dora Indicator" tile displayed at the top of your HUD. Every matching tile in your winning hand adds +1 Han. - All Simples (Tanyao): A hand with NO 1s, 9s, or Honor/Letter tiles. - Value Tiles (Yakuhai): A set of 3 matching Honor/Letter tiles. - Half Flush (Honitsu): A hand using only one suit plus Honor/Letter tiles. - Full Flush (Chinitsu): A hand using ONLY one suit. - All Triplets (Toitoi): A hand where all 4 sets are identical triplets. - Seven Pairs (Chiitoitsu): Exactly 7 different pairs. - Thirteen Orphans (Kokushi Musou): The legendary hand containing all terminals and honors. 3. Step-by-Step Execution: - Initialization: Apply the script to a chart. The system automatically deals 13 tiles to you and the CPU. - Read Your Hand: Look at the grey index numbers (1 to 14) displayed right below your tiles. - Your First Turn: Open the settings. The Turn 1 parameter is pre-set to "14" (your first drawn tile index) to ensure the engine initializes seamlessly without triggering any unselected or error standby states. If you want to discard a different tile, simply change this dropdown to match the grey index number (1 to 14) of the tile you want to drop. Click OK. - CPU Turn: The moment you hit OK, the engine moves your tile to the River, sorts your hand, and triggers the CPU. The CPU draws, thinks using a retro AI algorithm, and discards. - Subsequent Turns: A new tile is drawn for you. Open settings, go to Turn 2, pick the index of your next discard, and hit OK. Repeat up to Turn 18. - Declaring a Win: When your 14 tiles form a valid hand with at least one Yaku, check the Tsumo (self-draw) or Ron (win on opponent's discard) box at the bottom of the settings. The HUD will lock in your score! (Warning: Checking these without a valid hand results in a "Chombo" penalty). CONFIGURATION & FILTERING OPTIONS - Fixed Screen Table Compression: The layout uses a highly optimized 12-column matrix for discard streams (River arrays). By packing tiles tightly across rows 1-2 (Opponent) and 6-7 (Player), it completely aligns with the horizontal hand width, eliminating redundant dead space. - Hand Guide Indices: Dynamic, real-time index markers (1 to 14) map directly below the Player hand elements. This provides structural input verification, eliminating input errors when executing parameters. - SMC Volume Profile Filtering: A toggle-driven threshold filter isolates significant volume nodes. Users can specify a threshold percentage (0.0% to 100.0%). Any price bucket whose volume does not meet the specified percentage relative to the Point of Control (POC) node volume is skipped during the rendering loop. - Standardized Price Coordination: Every individual row of the Mahjong Volume Profile displays its absolute price boundary, formatted using format.mintick inside structural brackets (e.g., ). The maximum volume bar is automatically prefixed with a distinct 'POC' string asset tracker. SYSTEM CAPABILITIES AND LIMITATIONS Capabilities: 1. Complete Replication of Identical States: Given an identical Game Seed, the script guarantees 100% stable replication of all wall shuffles, initial tile distributions, and CPU discard paths across any device or chart timeframe. 2. Visual Synthesis of Financial Volume Data: The horizontal length of the rendered profile tracks live traded volume metrics pro-rata, allowing traders to confirm institutional support levels while running state logic simulation. 3. Clean Pro-Rata Volume Extraction: Noise reduction filtering eliminates low-volume spikes, cleanly isolating key supply/demand clusters on the chart. Limitations: 1. Strict Monzen (Concealed Hand) Architecture: To preserve absolute computational efficiency and prevent Abstract Syntax Tree (AST) node exhaustion, this engine enforces a strict "Concealed Hand Only" constraints. By omitting open-meld variables (Meelee / Pon, Chii, Kan), the system optimizes recursive backtracking matrix pipelines, shifting the structural meta towards maximizing full-flush and terminal anomalous state logic (e.g., Thirteen Orphans) directly on live charts. 2. No Direct Mouse-Click Tile Interaction: TradingView does not expose coordinate click events to Pine Script. Discards must be executed through parameter dropdowns. 3. No Asynchronous Network Multi-Player: Pine Script lacks external socket capabilities. Synchronization between human players across machines is impossible; gameplay is Player-vs-CPU local simulation. 4. Hardware Object Limits: TradingView enforces a strict cap of 500 max labels/boxes per indicator. Scaling VP resolution too high with filtering off will cause automated visual clipping. ARCHITECTURE & QUANTITATIVE LOGIC (Technical Specifications) 1. Volume Allocation Engine (Pro-Rata Range Overlap Distribution) Instead of simple volume summation based on close prices, the script calculates the exact geometric intersection between each bar's High-Low range and the discrete price bins. Volume is distributed across multiple bins according to the overlap percentage. Let bar high be H, bar low be L, and bar volume be V. Let a specific bin b have an upper bound BinTop and lower bound BinBot. The distributed volume delta dV for bin b from bar i is computed as follows: If H > L: Overlap = max(0, min(H, BinTop) - max(L, BinBot)), Ratio = Overlap / (H - L), dV = V * Ratio. If H = L: BinIdx = floor((H - LL) / BinSize). If BinIdx equals b, dV = V; else, dV = 0. 2. Bounding Box Scaling Algorithm (Localized UI Vector Scaling) Standard label.new() text strings are hard-capped at size.huge (approx. 36px). To override this, vector Unicode strings are injected into a box.new() container. The Y-axis boundaries are mathematically locked using Top = Y + 0.5 and Bottom = Y - 0.5 units. By enforcing a strict coordinate bounding box, the text engine is overridden, forcing the vectors to dynamically scale up to 100px+ relative to the visual layout. 3. Floating Relative Coordinate System To prevent visual collision with candlestick series, the UI baseline is decoupled from absolute historical coordinates via the formula: Base_Y = Close + Global_Shift. 4. Deterministic Pseudo-Random Array Shuffling (LCG Implementation) To eliminate chart repainting, a secure Linear Congruential Generator (LCG) loop reorganizes the 136-element primary array via modulo arithmetic: Swap_Index = (Seed + i * 7) % (i + 1). 5. Trigonometric Color Matrix Generation To eliminate computational rigidity, sine waves handle multi-phase shift conversions for RGB gradients: R = floor(sin(Freq * Index) * 127 + 128). 6. Modular State Evaluation Engine (AST Optimization) To circumvent server-side compilation timeouts, all scoring algorithms are entirely externalized across four custom libraries. INPUT PARAMETERS REFERENCE & CRITICAL WARNINGS - UI Mode: Fixed Screen (Table) / Off for Chart-Linked (Label). Default is false. - Game Seed: Default is 777. The seed for the LCG algorithm. Warning: Changing this value mid-game completely breaks transaction state history. - Declare Riichi: Default is false. Deducts 1,000 pts from the HUD and adds +1 Han to a valid win. - Turn 1 (t1): Default is "14". Pre-set to 14 (the first drawn tile index) to eliminate application-stage state mismatch faults. - Turn 2 to Turn 18 (t2 to t18): Default is "0". Warning: Inputs must be executed sequentially. - Tsumo / Ron (is_tsumo / is_ron): Boolean (bool). Default is false. Warning: Do not toggle both to true simultaneously. - VP Volume Threshold (%) (vp_thresh): Range: 0.0 to 100.0. Default is 20.0. CRITICAL WARNING: Setting filter_vp to true with a very low threshold (e.g., 0.0% to 1.0%) on low-volume assets exhausts the 500 max boxes limit, triggering clipping faults. Keep at 20.0%+ on live charts. ======================================================= 📝 日本語説明（Japanese Description） 注意／免責事項 本アーキテクチャは、単なるエンターテインメントツールや表面的なゲームではありません。ライブティック条件下におけるPine Script v6の計算負荷と局所的レンダリングの限界をテストするために、伝統的なマッチングフレームワーク（麻雀）に偽装した、高度なアルゴリズム出来高按分および多状態ロジックシミュレーションエンジンです。 エグゼクティブ・サマリー 本スクリプトは、Pine Script v6における配列処理、状態評価、および局所的なUIレンダリングの極限を実証するための概念実証モデル（Proof of Concept）です。TradingView上で機関投資家レベルのアルゴリズム・ダッシュボードや多状態ロジックコントローラを構築する開発者に向けた、オープンソースの技術的ベンチマークです。 遊び方とゲームの流れ（麻雀ルール超簡易ガイド付き） TradingViewの仕様上、画面の牌を直接マウスでクリックすることはできません。そのため、設定画面の「プルダウン」を使ってゲームを進めます。麻雀を知らない方でも直感的に遊べるように設計しています。 1. 麻雀のクリア条件（アガリの形） 14枚の牌を使って、「3枚セット×4つ」＋「2枚のペア×1つ」を作るのが基本ルールです。（セット＝連番、または同じ牌3枚）。例外として「ペアを7つ作る（七対子）」などの特殊な形もあります。 2. 実装されている役（ヤク）と拡張ロジック アガるためには「役」が最低1つ必要です。本エンジンは以下の役およびボーナスを自動計算します。 - リーチ (Riichi): テンパイ（あと1枚でアガリ）の時に設定画面でリーチを宣言できます。HUDの点棒が1,000点減り、アガった時に「+1飜（Han）」が加算されます。 - 現物ドラ (Dora): HUDの最上部に「Dora Indicator」としてドラ表示牌が1枚表示されています。アガった時、自分の手牌の中にこの表示牌と「全く同じ牌（現物）」があれば、その枚数分だけ「+X飜」が加算されます。 - 断么九（タンヤオ）: 1、9、字牌を使わず、2〜8の牌だけで作る。 - 役牌（ヤクハイ）: 東南西北白發中のどれかを3枚揃える。 - 混一色（ホンイツ）: 1つの色（例：萬子だけ）と字牌だけで作る。 - 清一色（チンイツ）: 1つの色だけで作る。 - 対々和（トイトイ）: 3枚セットをすべて「同じ牌3枚」で作る。 - 七対子（チートイツ）: 2枚のペアを7種類作る。 - 国士無双（コクシムソウ）: 1、9、字牌の全13種類を揃える最強の役。 3. 対局の進め方 - 初期化: チャートに入れると、自動的に13枚の牌が配られます。 - 手牌の確認: 自分の牌のすぐ下に「1〜14」のグレーの番号が振られています。これが捨てる時の「指定番号」です。 - 1巡目（Turn 1）: 最初のツモ牌が引かれ、手牌が14枚になります。設定画面を開くと、初期エラー状態（インジケーター適用直後の未選択によるスタンドバイ不整合）を構造的に回避するため、`Turn 1` はデフォルトで「14（一番右のツモ牌のインデックス）」がプリセットされています。これにより、適用した瞬間に有効な初期トランザクションが確立されます。もし別の牌を捨てたい場合は、捨てたい牌の下にある番号（1〜14）をプルダウンで選び、「OK」を押します。 - CPUのターン: OKを押した瞬間、選んだ牌が河（捨て場）に移動し、即座にCPUがツモって、レトロなAI思考で最適な牌を捨ててきます。 - 2巡目以降: あなたに新しい牌が配られます。設定画面の `Turn 2` で捨てる番号を選び、OKを押す。これを18巡目まで繰り返します。 - アガリの宣言: 手牌がアガリの形になり、役が完成したら、設定画面の一番下にある `Tsumo（ツモ）` または `Ron（ロン）` にチェックを入れてください。画面中央に役と点数（飜数）がドン！と表示されます。（※役がないのにチェックを入れると「チョンボ」と怒られます）。 構成およびフィルタリングオプション - 固定画面テーブルの凝縮レイアウト: 捨牌（河）の格納に高度に最適化された12列マトリックスを採用。対面とプレイヤーの河を手牌の横幅と完璧に同調させ、画面上の無駄なデッドスペースを完全に排除しました。 - SMCボリュームプロファイルの閾値フィルタ: 出来高ノイズをカットするスイッチ。出来高閾値％を指定し、最大出来高（POC）に対して指定割合に満たない価格帯は描画ループからスキップされ、チャートから完全に非表示になります。 - 精密な価格帯およびPOCの数値可視化: プロファイルの各行の左側に、市場価格座標が format.mintick を用いて正確に計算・ブラケット表示されます（例: ）。POCには専用の識別文字列が付与されます。 システムの技術的限界（達成可能な事項と不可能な事項） 達成可能な事項: 1. 完全決定論的な同一状態の再現: Game Seedが同一であれば、どの端末・時間足でも、完全に同一の山牌、CPU打牌経路がミリ秒単位の狂いもなく100%再現されます。 2. 市場出来高データとの視覚的融合: バックグラウンドのプロファイル横幅は実際の取引高にプロラタ（比例配分）で連動しており、機関投資家のサポート価格帯（POC）を確認しながら状態シミュレーションを進めることができます。 3. ノイズレスな出来高ノードの抽出: 閾値フィルタリングにより、価格アクション上の微小な出来高スパイクをクレンジングします。 不可能な事項: 1. 厳格な門前仕様アーキテクチャ（鳴きの排除）: 絶対的な計算効率を維持し、ASTノードの枯渇を防止するため、本エンジンは厳格な「門前限定制約」を強制しています。鳴き変数（ポン、チー、カン）を省略することで、システムは再帰的なバックトラッキング行列パイプラインを最適化し、清一色や国士無双などの大物手状態ロジックの最大化へと構造的メタをシフトさせています。 2. マウスクリックによる直接的な牌選択: TradingViewの仕様上、画面クリックの座標取得が不可能なため、打牌は設定画面のプルダウンから番号指定で行う必要があります。 3. 非同期ネットワーク通信対戦: Pine Scriptは外部サーバーとのソケット通信機能を備えていません。よって対人ネットワーク対戦は不可能であり、対CPU戦のローカルシミュレーション限定となります。 4. オブジェクト上限による描画の消去: 1つのインジケーターが保持できるオブジェクト数は500個が限界です。プロファイルの行数を極大値に設定しフィルタリングをオフにすると、自動消去（クリッピング）が発生します。 アーキテクチャおよび定量的ロジック（技術仕様） 1. 出来高按分エンジン（プロラタ値幅オーバーラップ配分ロジック） 終値に基づく単純な出来高の加算ではなく、各バーの高値・安値レンジと、事前定義された価格帯ビンとの幾何学的な重複を計算し、そのオーバーラップ率に基づいて出来高を複数のビンへ比例配分（プロラタ処理）します。 H > L の場合：Overlap = max(0, min(H, BinTop) - max(L, BinBot)), Ratio = Overl ap / (H - L), dV = V * Ratio。 H = L の場合：BinIdx = floor((H - LL) / BinSize)。BinIdx が b と等しい場合、dV = V。 2. Bounding Boxスケーリング・アルゴリズム（局所的UIベクタースケーリング） 標準の label.new() は最大サイズが制限されておりチャートの拡大縮小に追従しません。この制限を打破するため、ベクターテキストを box.new() に注入し、Y軸の価格単位（Top = Y + 0.5、Bottom = Y - 0.5）で空間境界を固定。内部レンダリングエンジンを強制オーバーライドし、100pxを超える動的スケーリングを実現します。 3. フローティング相対座標系 静的なインターフェースがローソク足と衝突するのを防ぐため、UIのベースラインを絶対価格から分離する数式：Base_Y = Close + Global_Shift を採用しています。 4. 決定論的疑似乱数による配列シャッフル（LCGの実装） ティック更新におけるリペイントを防ぐため、剰余演算を用いた線形合同法（LCG）アルゴリズムが配列を並び替えます：Swap_Index = (Seed + i * 7) % (i + 1)。 5. 三角関数を利用したRGBカラーマトリックス生成 サイン波による連続的な位相シフト計算を実装し、RGB値を 2 * PI / 3 ラジアン（120度）ずつオフセットさせ、動的なカラーグラデーションを生成します。 6. モジュール化された状態評価エンジン（AST最適化） コンパイルタイムアウトを回避するため、スコアリングロジックは4つのカスタムライブラリへと完全に分散（モジュール化）されています。 全入力パラメーターの仕様と注意事項 - UI Mode: Fixed Screen (Table) / Off for Chart-Linked (Label): デフォルトは false。描画モードの切り替え。 - Game Seed: デフォルトは 777。注意事項: 途中で数値を変更すると再シャッフルされ、整合性が破壊されます。 - Declare Riichi: デフォルトは false。リーチ宣言。HUDから1,000点を減算し、アガリ時に+1飜を加算します。 - Turn 1 (t1): 初期値は "14"。インジケーター適用時のエラーを防止するため、デフォルトで14番目の要素（ツモ牌）が選択されています。 - Turn 2 〜 Turn 18 (t2 〜 t18): 初期値は "0"。注意事項: パラメーターは必ず順番通りに入力してください。 - Tsumo / Ron: 和了宣言スイッチ。注意事項: 同時に両方を true に設定しないでください。 - VP Volume Threshold (%) (vp_thresh): デフォルトは 20.0。 【重大な警告】 流動性の低い相場で filter_vp を true にしつつ、vp_thresh を極めて低い値（0.0%〜1.0%等）に設定すると、TradingViewの「500個のBox/Label制限」を瞬時に突破し、描画が完全に消失するクリッピングバグが誘発されます。実戦チャートでは必ず「20.0%」以上に設定してください。
Indicateur Pine Script®
par ALT_analyst
CVD Multi-Timeframe DashboardCVD Multi-Timeframe Dashboard ═══════════════════════════════════════════ WHAT IT DOES ═══════════════════════════════════════════ Most CVD tools only show you the timeframe you're standing on. This one shows you the whole stack at once. Stay on your execution chart — 1m, 3m, 5m, whatever you trade — and read the net buying vs. selling pressure of the 5m, 15m, 1h, 4h, Daily and Weekly in a single on-chart table. In one glance you know whether the bigger picture is backing your trade or fighting it. ═══════════════════════════════════════════ WHY IT'S USEFUL ═══════════════════════════════════════════ Price can rise while volume delta quietly turns negative — buyers stepping back even as the candle stays green. That divergence is an early warning, and it's far more powerful when you can see it line up (or break down) across multiple timeframes: - All rows green → broad, one-sided buying. Trend trades have the wind behind them. - All rows red → broad selling pressure. Longs are swimming upstream. - Mixed rows → the timeframes disagree — often a pullback, rotation, or a turning point forming. This turns CVD from a single-timeframe reading into a top-down confluence tool. ═══════════════════════════════════════════ HOW IT WORKS ═══════════════════════════════════════════ Volume Delta = volume hitting the offer (buying) minus volume hitting the bid (selling). The script uses TradingView's ta.requestVolumeDelta() engine, which scans lower-timeframe data to approximate that split as accurately as the data allows. Each row anchors that engine to a different timeframe and reports the NET delta of that timeframe's CURRENT, developing bar — i.e. how much net buy/sell flow has built up since that candle opened. As a higher-timeframe bar progresses, its value accumulates; when a new bar opens, it resets. That's why the rows genuinely differ from one another instead of repeating the same number. ═══════════════════════════════════════════ READING THE TABLE ═══════════════════════════════════════════ TF → the monitored timeframe CVD Δ → net volume delta of its current bar (auto-formatted K / M / B) Bias → BUY (positive) or SELL (negative), colour-coded ═══════════════════════════════════════════ SETTINGS ═══════════════════════════════════════════ - Timeframes to monitor — up to 6 slots, each with its own on/off toggle and timeframe. Set them equal to or higher than your chart timeframe. - Lower timeframe — resolution used to approximate up/down volume. Automatic by default; lower = more precise, higher = more history. - Style — table position, text size, and your own positive/negative colours. ═══════════════════════════════════════════ ALERTS ═══════════════════════════════════════════ "CVD bias flip" fires the moment any monitored timeframe's delta crosses between positive and negative — useful for catching a shift in flow without staring at the screen. ═══════════════════════════════════════════ NOTES & LIMITATIONS ═══════════════════════════════════════════ - Monitor timeframes ≥ your chart timeframe; lower ones aren't meaningful. - The symbol must provide volume data, or the script will tell you. - Lower-timeframe scanning approximates buy/sell volume — it isn't true tick or bid/ask data. Use it as a directional gauge, not an exact figure. Built on TradingView's open-source CVD logic and the ta.requestVolumeDelta() function from the TradingView/ta library. Open-source — feedback and forks welcome.
Indicateur Pine Script®
par Arjuntrader36
Live Footprint Center Frame📊 Live Footprint Center Frame Live Footprint Center Frame is a footprint-style chart overlay designed to help traders study candle-by-candle volume behavior directly on the main chart. The script displays centered footprint frames around candles and breaks each candle into multiple price slots so volume structure can be viewed more clearly. 🔎 What It Does The script visualizes estimated internal candle activity using lower-timeframe OHLCV data. It displays price-slot volume, delta behavior, POC, value area, imbalance markings, absorption-style highlights, delta bars, POC trail, and a compact HUD panel for quick market structure reading. Key visual elements include: • Footprint-style candle frames • Price-slot volume ladder • Estimated ask/bid style cell values • Positive and negative delta coloring • POC highlight • Value Area highlight • Imbalance arrows • Absorption-style border highlights • Small delta bar below candles • POC trail between candles • Compact HUD with ASK, BID, DEL, POC, VA, VOL, CVD, and bias information 🧠 General Logic Live Footprint Center Frame uses lower-timeframe OHLCV data to approximate how volume is distributed inside each candle. The script divides the candle range into price slots, distributes lower-timeframe volume across those slots, and then calculates estimated delta, total volume, POC, value area, and balance information. This is not true exchange-level bid/ask footprint data. It is an educational footprint-style approximation based on the data available through TradingView. 📌 Why It Is Useful This tool can help traders study more than just candle open, high, low, and close. It gives a clearer visual view of where volume activity is concentrated inside the candle and how that activity changes from candle to candle. It can be useful for observing: • Where volume is concentrated • How POC shifts between candles • Whether delta supports or disagrees with price movement • Where value area develops inside the candle • Whether activity appears balanced or imbalanced • Possible absorption-style areas • Short-term volume structure around important price zones 🎨 Visual Reading Guide Green-style cells show stronger positive delta behavior. Red-style cells show stronger negative delta behavior. Orange areas highlight the POC zone. Blue-style areas highlight the value area. Yellow borders can show absorption-style conditions. Small delta bars below candles show candle delta direction and strength. The HUD gives a quick summary of ASK, BID, DEL, POC, VA, VOL, CVD, and bias. 🧭 How To Use 1. Add the script to a clean chart. 2. Use intraday charts for clearer footprint-style reading. 3. Watch the POC area to see where the highest slot volume appears. 4. Compare candle delta with candle direction. 5. Use value area to understand where most candle activity is located. 6. Use imbalance and absorption highlights as context only. 7. Check the HUD for a quick summary of current candle conditions. 8. Combine this with market structure, support and resistance, liquidity zones, and proper risk management. ⚙️ Settings Overview Lower timeframe precision controls the lower timeframe data used for the footprint approximation. Closed bars to keep controls how many previous footprint candles remain visible. Price slots per candle controls how many horizontal volume rows appear inside each candle. Cell text controls whether cells show volume, delta, delta percentage, or estimated ask/bid style values. Frame width adjusts the centered footprint frame width around each candle. Live candle update allows the active candle footprint to update while the candle is forming. POC trail connects POC movement between candles. Value Area highlights the main volume zone. Imbalance ratio controls imbalance sensitivity. Absorption slot volume percentage controls absorption-style highlighting. HUD settings control the compact panel position and visibility. Color settings allow visual customization of bullish, bearish, neutral, POC, value area, frame, and delta elements. ⚠️ Limitations This script uses TradingView-available OHLCV data and lower-timeframe calculations. It does not access true exchange order book data or true bid/ask footprint data on most symbols. Values can vary depending on symbol, timeframe, lower-timeframe availability, volume quality, and chart settings. The live candle can update while it is still forming. Confirmed candles are more stable than the active candle. ✅ Educational Use Only This script is provided for educational market analysis and visual order-flow style study. It does not provide financial advice, guaranteed results, or automatic trade decisions. Traders should use proper risk management and combine this information with their own analysis.
Indicateur Pine Script®
par Lokka_Algo
KAS Volume DeltaKAS Volume Delta is a per-candle volume delta histogram that shows the directional buy and sell pressure behind every bar. It reads each candle's direction together with its volume to estimate net order pressure, then adds a signal line and highlights bars with exceptional delta. It is a clean, lightweight way to add order-flow context to any chart that provides volume data. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHAT IT DOES ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Plots a per-candle volume delta histogram (green for net buying, red for net selling). Splits indecision (Doji) candles by their close position so flat bars still carry a directional bias. Draws a Delta SMA signal line to track whether pressure is accelerating or fading. Highlights dominant bars where the absolute delta exceeds twice its recent average. Optionally normalizes delta by average volume for cross-instrument comparison. Optionally tints the main-chart candles by delta direction (off by default). Shows a compact status readout: current bias, SMA signal state, dominant state. Includes four alerts on delta zero-cross and SMA-cross events. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW IT WORKS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Bar-Level Delta: Each candle's delta is set to +volume when close is above open (net buying) and -volume when close is below open (net selling). This is a transparent estimate computed directly from OHLC and volume, with no lower-timeframe dependency. Doji Handling (hl2 midpoint): On indecision candles where close equals open, delta is split by the close-versus-midpoint position. A close at or above hl2 yields +0.5x volume (soft buying); below hl2 yields -0.5x volume (soft selling). Flat bars therefore still contribute a directional bias instead of a zero. Delta SMA Signal Line: A simple moving average of delta over a configurable length (default 21) acts as a signal line. Delta crossing above the SMA indicates buying pressure accelerating; crossing below indicates selling pressure building. Dominant Bar Detection: The absolute delta is compared against its own 20-bar average. When a bar's magnitude exceeds twice that average, it renders at full opacity and greater width, surfacing exceptional single-bar pressure with no manual reading. Optional Normalization: When enabled, delta is divided by the 20-bar volume average, producing a relative ratio that makes delta intensity comparable across different instruments and timeframes. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ WHY IT'S UNIQUE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Unlike TradingView's native Volume Delta, which relies on lower-timeframe intrabar data and can behave inconsistently on higher timeframes or illiquid symbols, this indicator computes a transparent bar-level delta directly from each candle, with no lower-timeframe dependency. Unlike scripts that assign zero delta to indecision candles, this indicator splits Doji volume by the close-versus-midpoint (hl2) position at plus or minus 0.5x volume, preserving directional bias on flat bars. Unlike cumulative delta tools that focus on a single running aggregate line, this indicator stays per-candle and flags dominant bars whenever delta magnitude exceeds twice its own recent average. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ HOW TO USE ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Add to any timeframe; works well from 5m to 4h for intraday and swing context. Default settings are calibrated for liquid symbols (major crypto, large-cap stocks, major FX). Read the histogram against the SMA signal line: sustained bars beyond the line confirm momentum; dominant bars mark exceptional initiation or exhaustion. Enable Normalization when comparing delta intensity across different instruments. Pair with your existing price structure or trend tools for confluence. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ LIMITATIONS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Requires a symbol that provides volume data; on feeds without volume the histogram will be empty. The bar-level method is an approximation of order flow based on candle direction. It does not measure true intrabar buy/sell execution. The SMA signal line lags by design and reacts after a move has begun. This tool is for analytical purposes only and does not constitute financial advice. Past signal behavior is not indicative of future results. ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ KNECHT ALPHA SIGNALS ━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━━ Institutional-grade Volume Delta, Momentum, and MTF Analysis for TradingView. Built for traders who demand precision over noise.
Indicateur Pine Script®
par Knecht_Alpha_Signals
Daily Bias Liquidity Profiler [MarkitTick]💡 This advanced analytical framework is engineered to decode market structure, track liquidity sweeps, and map volatility profiles on an intraday basis. Built natively for the sophisticated Pine Script version 6 environment, this indicator transcends basic charting by aggregating Previous Day metrics, session-specific liquidity pools, Fair Value Gap (FVG) confluences, and probabilistic bias models into a single, cohesive visual interface. It is designed for quantitative and algorithmic traders who require a deep understanding of market mechanics, offering unparalleled insight into where resting liquidity is likely positioned and how daily volatility is structured based on pure statistical variance. ✨ Originality and Utility ● Comprehensive Architectural Design Most standard technical indicators focus on a single mathematical transformation, such as moving averages or simple momentum oscillators. The originality of this profiler lies in its multi-faceted approach, unifying advanced price action concepts that typically require multiple separate scripts. By leveraging Pine Script version 6 User-Defined Types (UDTs), the script maintains an incredibly lightweight footprint while calculating complex, interconnected market states without degrading chart performance. ● Algorithmic Session Tracking The utility of the indicator is profoundly evident in its automated handling of time-based liquidity. Rather than manually drawing boxes around the Asian and London sessions, the script dynamically profiles these periods. It treats their boundaries not as mere historical artifacts, but as active, magnetic liquidity pools that drive future price action. ● Real-Time Bias Computation This tool introduces a dynamic probability engine that continuously evaluates the likelihood of price sweeping the Previous Day High or Previous Day Low based on current opening momentum and accumulated volatility. This gives traders a statistical edge in determining their daily directional bias without relying on subjective chart patterns. 🔬 Methodology and Concepts ● Daily Range Profiling At the core of the script's methodology is the Daily Profile engine. It systematically captures the Previous Day High, Previous Day Low, and Previous Day Close. These levels represent the absolute boundaries of yesterday's value area. The script calculates the total range of the previous day to establish a baseline for current-day expectations and statistical deviation limits. ● Session Liquidity Engineering The script defines distinct macro-economic windows, specifically targeting the Asian and London trading sessions. Asian Session Consolidation: Often characterized by tight ranges, the Asian session builds resting liquidity above its highs and below its lows. The algorithm tracks these exact price levels dynamically. London Session Expansion: The script monitors the London open for initial expansion moves that frequently sweep the liquidity accumulated during the Asian session, triggering internal alerts when these specific thresholds are pierced. ● Fair Value Gap (FVG) Confluence Market imbalances are identified through a precise Fair Value Gap detection algorithm. The script does not just highlight every random gap on the chart; it specifically looks for FVG formations that align with the directional bias and occur in proximity to session sweeps. This creates a high-probability confluence signal, indicating that the market is rapidly moving to rebalance price delivery. ● Advanced Volatility Metrics Volatility is not measured through standard lagging indicators. Instead, the script utilizes an Average Daily Range (ADR) calculation. It dynamically tracks the percentage of the ADR that has been fulfilled during the current day. By calculating how many bars it typically takes to reach standard deviation milestones of the ADR, the script provides a predictive model for intraday exhaustion. ● Dynamic Bias Scoring Engine The indicator calculates a running score to determine the daily bias. It awards positive and negative weights based on several factors: the location of the current price relative to the daily open, whether a session liquidity sweep has occurred, the presence of FVG confluences, and the proximity to the Previous Day's extremes. This score is translated into a probability percentage for sweeping either the high or the low. 🎨 Visual Guide ● Liquidity Zones and Range Boxes Session Boxes: Distinct, shaded rectangular regions drawn over the chart to encapsulate the high and low bounds of the Asian and London sessions. These boxes visually isolate the accumulation phases. Range Zone Boxes: Projected areas above and below the current price action representing high-probability reversal or expansion targets based on the ADR calculations. ● Structural Lines Previous Day Boundaries: Solid, distinct horizontal lines marking the exact price levels of the Previous Day High and Previous Day Low. Midlines: Subtler horizontal lines traversing the center of the calculated range zones to indicate equilibrium levels where price action may stall or pivot. ● Dynamic Labels and Alerts Sweep Labels: Textual annotations that appear exactly when price pierces a session boundary or previous day extreme, explicitly confirming a liquidity sweep. Bias State Text: A dedicated label displaying the current statistical bias, updating dynamically as volatility metrics shift throughout the trading day. 📖 How to Use ● Establishing Directional Bias Begin your analysis by referencing the Bias State metric displayed on the chart. If the script calculates a high probability of sweeping the Previous Day High, prioritize bullish setups. Conversely, a high probability for the Previous Day Low dictates a bearish posture. Do not fight the algorithmic bias without significant contradicting evidence from higher timeframes. ● Executing the Sweep and Reverse Monitor the Asian and London session boxes. A prime setup occurs when price aggressively breaks outside a session box and immediately faces strong rejection. This false breakout is the trigger for a mean-reversion trade targeting the opposite side of the session range. Look for the script's sweep labels to confirm the level has been compromised. ● Filtering with Volatility Consult the Volatility Metrics before entering a trade. If the current daily range has already fulfilled a high percentage of the Average Daily Range (ADR), the probability of further directional expansion diminishes. In such cases, avoid breakout trades and look for exhaustion reversals at the projected Range Zone extremes. ● Utilizing FVG Confluence When a sweep occurs, wait for the algorithm to highlight a valid Fair Value Gap in the opposite direction of the sweep. Enter the market on the retracement into this FVG, placing stop losses just beyond the sweep extreme for optimal risk-to-reward ratios. ⚙️ Inputs and Settings ● Time and Session Configuration Asia Session Hours: Allows the user to precisely define the start and end times of the Asian session based on their specific exchange and timezone. London Session Hours: Configurable inputs to match the precise opening and closing dynamics of the European market. ● Volatility Parameters ADR Lookback Length: The historical window (number of days) used to calculate the Average Daily Range. A shorter lookback makes the indicator more responsive to recent volatility spikes, while a longer lookback provides a smoother, more stable expected range. ● Visual Toggles Show Session Boxes: A boolean toggle to enable or disable the shaded background for trading sessions, allowing for a cleaner chart if only the boundary lines are desired. Show Sweep Labels: Allows users to turn off the text annotations for liquidity sweeps to reduce visual clutter during highly volatile, choppy market conditions. 🔍 Deconstruction of the Underlying Scientific and Academic Framework ● Auction Market Theory and Liquidity The foundational logic of this script is deeply rooted in Auction Market Theory. Financial markets operate as a continuous dual-auction process, seeking areas of high liquidity to facilitate trade execution for large-scale participants. The script mathematically models this by isolating session highs and lows, recognizing them as high-density zones for stop-loss orders and breakout triggers. ● Statistical Variance and Range Forecasting The Volatility Metrics engine relies on historical variance. By computing the Average Daily Range over a predefined dataset, the script applies a simplified standard deviation model to predict the expected boundaries of the current day. This creates a probabilistic bell curve of expected price distribution, where the extremes of the ADR represent the tails of the distribution curve, indicating areas of high mean-reversion probability. ● Microstructural Order Flow Imbalances The Fair Value Gap (FVG) detection logic is an algorithmic representation of order flow imbalance. In academic market microstructure, when price moves with extreme velocity, it creates a void in the bid-ask spread where only one side of the market was effectively matched. The script mathematically identifies these structural inefficiencies, utilizing them as high-probability zones for future price retracements, as the market naturally seeks to re-auction these inefficiently traded areas. ● Probabilistic Modeling The bias engine utilizes a rudimentary form of multi-factor linear weighting. By assigning specific values to isolated market events (e.g., crossing the open price, sweeping a specific session), the model computes a composite score. This deterministic approach strips away emotional trading by replacing it with a quantifiable metric that guides directional expectations. ⚠️ Disclaimer All provided scripts and indicators are strictly for educational exploration and must not be interpreted as financial advice or a recommendation to execute trades. I expressly disclaim all liability for any financial losses or damages that may result, directly or indirectly, from the reliance on or application of these tools. Market participation carries inherent risk where past performance never guarantees future returns, leaving all investment decisions and due diligence solely at your own discretion.
Indicateur Pine Script®
par MarkitTick
2
EdgeMachine - FVG ProEdgeMachine - FVG Pro detects, draws, and manages ICT Fair Value Gaps on any symbol and timeframe - stocks, futures, forex, and crypto. What is a Fair Value Gap? A Fair Value Gap (FVG) is a 3-candle imbalance pattern from ICT concepts where price moves so fast it leaves an unfilled gap. Bullish FVGs form when the high of candle is below the low of candle . Bearish FVGs form when the low of candle is above the high of candle . These zones act as magnets where price tends to return and react. Features: - Bullish FVGs drawn as teal boxes - potential long entry zones - Bearish FVGs drawn as red boxes - potential short entry zones - Dashed midpoint line on every gap - Labels show gap type and size in points - Boxes extend right until price mitigates them - Mitigated FVGs fade to gray or are removed automatically - Built-in alerts when new FVGs form on any timeframe Settings: - Mitigation Level: 50% Mid / Full Fill / Never - Min Gap Size filter to remove noise - Max Active FVGs on screen (keeps chart clean) - Show or hide faded mitigated zones - Fully customizable bull/bear colors and borders - Dashboard position: Top Right / Top Left / Bottom Right / Bottom Left Dashboard (top right by default): Shows live count of active bullish and bearish FVGs, current symbol, timeframe, mitigation mode, and total active zones. Alerts: Set alerts for New Bullish FVG and New Bearish FVG - fires on any ticker and timeframe. Works universally on all asset classes and timeframes. No repainting - all detections confirmed on bar close. EdgeMachine
Indicateur Pine Script®
par EdgeMachine
Volume & Volatility Pro Analyst Buy Vol: Sell Vol Ratio### Overview The **Volume & Volatility Pro Analyst (V&V-Surge) ** is an all-in-one analysis tool designed to look beyond basic volume bars. Instead of coloring volume strictly by whether a candle closed up or down, this indicator breaks down the internal structure of each candlestick to isolate buying and selling pressure. It pairs volume diagnostics with an Intrinsic Daily Volatility matrix (ADR%) to evaluate market exhaustion and trend sustainability in real-time. ### Key Features 1. **Intraday Volume Breakdown: ** Deconstructs standard transaction volume into **Buy Volume** and **Sell Volume** by mathematically evaluating the candlestick's body size and wicks (lower wick pressure indicates buying; upper wick pressure indicates selling). 2. **Real-Time Buy: Sell Ratio (B:S):** A live updating quotient tracking dominant market participant control. - A ratio **> 1.0x (Green)** indicates bulls are driving the order book. - A ratio **< 1.0x (Red)** indicates bears are in absolute control. 3. **Institutional Volume Surge Warnings: ** Automatically flags institutional blocks or sudden retail frenzies when current volume surpasses an n-period average by a customizable multiplier (Default: 2x). Bars flash **Yellow** during surges. 4. **Volatility Exhaustion Matrix (ADR%): ** Compares the instrument's current intraday move percentage against its Average Daily Range percentage over a specified lookback. - **Green Text/Cell: ** Current move is below the ADR limit (Room to run). - **Red Text/Cell: ** Current move has exceeded normal statistical volatility limits (High probability of exhaustion or consolidation). 5. **Localization-Friendly Dashboard: ** Features an integrated toggle switch to format large numerical volume figures into either standard Western Notation (Billions/Millions) or Indian Financial Format (Crores/Lakhs). ### How to Trade with This Tool - **Trend Confirmation: ** Look for a sustained breakout accompanied by a B:S ratio greater than 1.5x, accompanied by normal ADR levels. - **Exhaustion Tells: ** If a massive breakout occurs, but "Today's Move" is deeply Red (Exceeding historical ADR%) while a Yellow "Volume Surge" bar prints, it strongly points toward a climax run or trap scenario rather than a clean entry point. - **Reversal Signals: * * Watch for institutional volume surges (Yellow bars) forming on key support or resistance zones where the B:S ratio dramatically flips sides on sub-component timeframes. ### Disclaimer Past performance does not guarantee future results. This tool is meant purely for quantitative visual aid and educational purposes. It does not constitute direct financial advice. Always practice strict risk management.
Indicateur Pine Script®
par yogsraoot
Order Block Matrix Trade Engine [Alpha Extract]A sophisticated institutional-grade order block ecosystem combining advanced liquidity mapping, dynamic volume-distribution visualization, and fully integrated automated trade-engine logic into a unified execution framework. The system identifies high-probability bullish and bearish order blocks through adaptive breadth analysis, overlays volumetric mountain profiling to visualize liquidity concentration inside each block, and automatically converts qualified reactions into fully managed trade setups with real-time performance analytics. By integrating smart mitigation handling, ATR-adaptive risk management, rejection-based confirmations, and live statistical tracking, the indicator delivers a complete order flow trading environment designed for precision execution across trending and ranging markets. 🔶 Advanced Institutional Order Block Detection Engine Implements a sophisticated order block discovery framework using multi-candle structure analysis combined with ATR-adjusted breadth logic to isolate high-quality institutional accumulation and distribution zones. The system scans for bullish and bearish displacement structures, validates directional intent through sequential candle confirmation, and dynamically defines order block boundaries using either Full Candle mode or Breadth mode for adaptive precision. = checkObCondition(obLookback) if is_bullish topValue = high botValue = low if is_bearish topValue = high botValue = low 🔶 Liquidity Mountain Volume Profiling System Features a unique volumetric “mountain” rendering engine that visualizes liquidity density inside each order block through dynamically generated layered volume structures. Instead of traditional flat rectangles, the system creates evolving liquidity formations representing volume concentration and order flow intensity across the zone. Each mountain adapts in real-time based on relative block strength versus average market participation. The engine applies multiple gaussian distribution curves combined with sinusoidal ridge modulation to simulate realistic institutional liquidity concentration, creating an intuitive representation of where absorption and participation occurred inside the order block. 🔶 Smart Order Block Strength Classification Calculates dynamic order block strength using relative volume normalization against rolling market participation averages. Each block receives a live strength multiplier representing institutional conviction. strength = ta.sma(volume, 20) > 0 ? block.totalVolume / ta.sma(volume, 20) : na Higher strength blocks represent stronger participation and receive enhanced trade priority within the trade engine. This allows traders to isolate high-conviction zones instead of treating all order blocks equally. 🔶 Adaptive Mitigation & Invalidity Framework Implements intelligent mitigation handling to continuously maintain chart cleanliness and signal quality. The system automatically removes invalidated order blocks once price fully breaches the defined risk boundary using configurable Close or Wick mitigation logic. Close-based mitigation waits for candle body confirmation beyond the zone, while Wick-based mitigation aggressively removes invalidated structures immediately upon liquidity sweep. This flexibility allows adaptation between conservative and aggressive execution styles. 🔶 Automated Order Block Trade Engine Transforms passive order block analysis into a complete semi-automated execution framework. Once price interacts with a qualified order block, the system automatically generates trade entries, calculates stop-loss placement, projects take-profit targets, and tracks the trade lifecycle in real time. The engine supports both: • Touch Entries — executes immediately when price enters the order block. • Rejection Entries — waits for confirmation rejection before triggering. triggered = trade_triggerMode == "Touch" ? inside : rejected This allows traders to adapt between aggressive front-running entries and more conservative confirmation-based execution. 🔶 Dynamic Risk-to-Reward Projection System Features fully automated risk management architecture calculating stop-loss and take-profit placement immediately upon entry. The system supports both: • Block Edge Stops — uses structural order block invalidation. • ATR Stops — volatility-adjusted dynamic stop placement. Take-profit targets are generated through configurable risk-to-reward multipliers. risk = math.abs(obEntry - obSL) obTP := obEntry + risk * trade_rr This creates standardized trade management across all setups while maintaining volatility awareness. 🔶 Real-Time Trade Lifecycle Tracking Provides comprehensive active trade monitoring with live entry, stop-loss, take-profit, floating R-multiple, timer tracking, and duration analytics directly on the chart. The system continuously tracks: • Live R performance • Bars held • Time in trade • Strength of originating order block • Trade direction • Open trade status All statistics update in real time without repainting. 🔶 Institutional Performance Analytics Dashboard Features a fully integrated professional trade statistics panel providing institutional-level strategy analytics directly inside TradingView. The framework tracks: • Total trades • Win rate • Net R • Average R • Profit factor • Buy vs sell performance • Best and worst trades • Average holding duration • Winning and losing streaks profitFactor = obSumLossR > 0 ? obSumWinR / obSumLossR : na avgR = obTotalTrades > 0 ? obNetR / obTotalTrades : na This transforms the indicator into a fully self-monitoring execution environment rather than a simple visual overlay. 🔶 Advanced Visual Architecture Creates an institutional-quality visual experience through layered transparency systems, dynamic border rendering, volumetric liquidity structures, and adaptive color gradients. Bullish order blocks use deep liquidity teal structures while bearish blocks utilize aggressive distribution crimson tones. Volume badges dynamically update with: • Total order block volume • Relative strength multiplier • Block direction The system maintains full visual clarity even during high-density market conditions. 🔶 Smart Block Overlap Resolution Implements automatic overlapping order block resolution preventing redundant liquidity zones from cluttering the chart. When new blocks intersect existing structures, the framework intelligently prioritizes the latest active institutional zone and removes obsolete overlapping regions. This creates significantly cleaner market structure visualization compared to traditional order block indicators. 🔶 Window-Based Performance Optimization Features advanced processing optimization using configurable historical windowing to reduce unnecessary rendering overhead while maintaining full historical integrity. This allows smooth performance even on lower timeframes with dense historical data. 🔶 Non-Repainting Confirmation Logic Built using fully confirmed bar-state logic ensuring all order blocks, entries, exits, and statistical calculations remain stable after candle close. The framework avoids intrabar repainting behaviour commonly found in lower-quality order block systems. This guarantees consistent backtesting behaviour and reliable live-market execution. 🔶 Comprehensive Alert Ecosystem Provides a complete professional alert infrastructure supporting both discretionary traders and automated webhook systems. Alerts include: • New Bullish Order Block • New Bearish Order Block • Bullish Rejection Confirmation • Bearish Rejection Confirmation • Buy Entry Trigger • Sell Entry Trigger • Take Profit Hit • Stop Loss Hit Webhook-ready JSON payloads enable direct integration into external automation systems and execution infrastructure. 🔶 Why Choose Order Block Matrix Trade Engine ? This indicator goes far beyond traditional order block visualization by combining institutional liquidity mapping, volumetric participation analysis, automated execution logic, and professional-grade statistical tracking into one unified framework. Rather than simply drawing supply and demand zones, the system actively interprets order flow quality, measures participation strength, filters low-conviction setups, and transforms reactions into fully managed trade structures with integrated risk management.
Indicateur Pine Script®
par AlphaExtract
1
CVD MTF Dashboard with InsightsThe hardest part about Cumulative Volume Delta isn’t finding a CVD indicator. It’s actually understanding what the data is trying to say before price punishes you for misunderstanding it. Most traders who first encounter CVD quickly realize the same thing: The raw data is powerful… But interpreting it in real time is difficult. Especially across multiple timeframes. Especially during transitions, traps, divergences, and session rotations. That’s where this dashboard separates itself from typical CVD tools. Instead of simply plotting delta and forcing the user to “figure it out,” this system acts more like a real-time market interpreter — translating complex participation behavior into structured, readable context that traders can immediately act on. At its core, the dashboard combines: Multi-timeframe CVD flow analysis Buyer vs seller participation modeling Momentum acceleration detection ADX regime filtering Divergence recognition Trend freshness analysis Context-aware market insights But the real innovation is not any single component. It’s the way the information is organized into a decision-support framework that dramatically lowers the learning curve of CVD interpretation while still remaining advanced enough for experienced traders. The dashboard doesn’t just tell you: “Buyers are active.” It tells you things like: Whether participation is expanding or fading Whether momentum is accelerating or slowing Whether lower timeframes are leading higher timeframes Whether the move is fresh or becoming exhausted Whether divergence warns against chasing Whether conditions favor continuation, patience, or caution That is an enormous difference. Most CVD tools leave inexperienced traders staring at squiggly lines trying to guess what matters. This dashboard transforms that complexity into readable market structure. The INSIGHTS engine is arguably the standout feature. Rather than forcing traders to manually interpret conflicting signals, the system synthesizes multiple layers of market behavior into plain-English contextual guidance such as: “Strong bullish participation. CVD supports long continuation setups.” “Bear trend active, but freshness is fading. Avoid chasing lows.” “Participation is weak and rotational. Patience favored.” “Divergence active. Watch for traps, failed continuation, or reversal pressure.” This is where the indicator begins to feel less like a traditional study and more like a professional-grade market intelligence panel. Another standout feature is the emphasis on freshness. Many indicators can identify trend direction. Very few can communicate whether the move is still developing or already becoming stale. By tracking the age and recency of directional participation across multiple timeframes, the dashboard helps traders avoid one of the most common retail mistakes: entering trends after the highest-probability portion of the move has already occurred. The visual design also deserves recognition. Rather than cluttering the screen with overwhelming oscillator noise, the interface presents institutional-style information architecture: Clean state classifications Structured momentum visualization Simplified buyer/seller participation bars Multi-timeframe alignment summaries Minimalistic premium styling Readable divergence alerts Clear regime identification The result is an indicator that feels surprisingly approachable despite the sophistication under the hood. For newer traders, it makes CVD understandable. For experienced traders, it makes CVD actionable. And that combination is rare. In a market flooded with recycled oscillators and cosmetic overlays, this dashboard stands out because it solves a real problem: It bridges the gap between raw order-flow complexity and practical decision-making. This is the kind of tool that feels less like another indicator… and more like having a professional market interpreter sitting beside you during live trading.
Indicateur Pine Script®
par Legacy_Money
Buy/Sell Volume Surge Analyst [Multi-Format] by Yogesh Raoot The Buy/Sell Volume Surge Analyst is a high-performance order flow tool designed to decode what is happening inside the volume bars. By analyzing intrabar price action, it partitions total volume into buying and selling pressure, allowing traders to see who is in control of the market. Unique Features Dynamic Volume Partitioning: Uses a sophisticated algorithm to attribute volume to buyers or sellers based on candle body size and wick placement. Customizable Surge Detection: Instantly identifies "climax" volume or institutional activity when volume exceeds a user-defined multiple of the lookback average. Global/Local Unit Scaling: Supports Indian Market units (Crores/Lakhs) and International units (Millions/Billions/Trillions), making it readable on any asset—from Penny Stocks to Crypto and Forex. Heads-Up Dashboard: Includes a real-time table showing precise Buy/Sell figures and the current Volume-to-Average ratio. How to Trade with this Script Volume Climax: A yellow surge bar at the end of a long trend often indicates a reversal. Absorption: If price is falling but the "Buy Volume" in the table is significantly higher than "Sell Volume," it indicates buyers are absorbing the sell orders at a support level. Breakout Validation: Ensure a breakout is accompanied by a "Surge" (Yellow bar) to confirm it isn't a fake-out. Disclaimer: This script is for educational and informational purposes only. It does not constitute financial, investment, or trading advice. Past performance is not indicative of future results. The "Buy/Sell" volume split is an estimation based on price action and not a direct feed of exchange-level buyer/seller data. Trading involves significant risk of loss; always perform your own due diligence or consult a certified financial advisor before making any trading decisions. The author assumes no responsibility for any financial losses incurred from the use of this indicator.
Indicateur Pine Script®
par yogsraoot